+65.5%
QBTS vs KEYS
+172.0%
-106.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.1% | -1.9% |
| 7D | +1.3% | +3.5% | -2.2% | -1.0% |
| 30D | -19.0% | -4.5% | -14.5% | -16.4% |
| 3M | -29.5% | -0.4% | -29.1% | -29.6% |
| 6M | -11.2% | +19.1% | -30.3% | -21.2% |
| YTD | -35.8% | +66.7% | -102.4% | -55.9% |
| 1Y | +1.7% | +96.5% | -94.8% | -37.4% |
| 3Y | +1,470.1% | +155.2% | +1,314.9% | +766.3% |
| 5Y | +72.3% | +88.0% | -15.7% | +1.0% |
| All | +65.5% | +172.0% | -106.4% | -5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling