-65.1%
QBTS vs KEYS
+55.9%
-121.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.3% | +6.4% | +4.2% |
| 7D | -11.8% | -14.8% | +3.0% | -2.0% |
| 30D | -33.6% | -25.6% | -8.0% | -19.4% |
| 3M | -52.5% | -16.2% | -36.2% | -46.9% |
| 6M | -50.4% | -18.6% | -31.7% | -44.0% |
| YTD | -60.3% | +40.7% | -101.0% | -71.8% |
| 1Y | -65.1% | +59.6% | -124.7% | -77.9% |
| All | -65.1% | +55.9% | -121.0% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded KEYS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling