+68.7%
QBTS vs KGC
+353.3%
-284.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.2% |
| 7D | +3.8% | -0.1% | +3.9% | +3.8% |
| 30D | -15.2% | +10.5% | -25.7% | -17.2% |
| 3M | -27.2% | +19.8% | -47.0% | -30.2% |
| 6M | -10.1% | -6.7% | -3.4% | -9.2% |
| YTD | -34.5% | +7.8% | -42.3% | -35.0% |
| 1Y | +6.0% | +35.7% | -29.7% | +2.4% |
| 3Y | +1,779.3% | +553.7% | +1,225.6% | +1,616.5% |
| 5Y | +75.4% | +461.7% | -386.3% | +64.1% |
| All | +68.7% | +353.3% | -284.7% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 10y: compounded portfolio wealth divided by compounded KGC 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…
10y analysis · Full analysis span regression · 6 months rolling