+16.6%
QBTS vs KGC
+296.2%
-279.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.7% | +4.7% | +6.7% |
| 7D | +13.7% | +11.1% | +2.5% | +10.5% |
| 30D | -21.3% | -3.7% | -17.5% | -20.4% |
| 3M | -44.7% | -17.2% | -27.5% | -42.2% |
| 6M | -49.2% | -27.3% | -21.9% | -45.2% |
| YTD | -56.1% | -18.5% | -37.6% | -53.4% |
| 1Y | -61.1% | -5.7% | -55.4% | -59.5% |
| 3Y | +1,511.0% | +336.5% | +1,174.5% | +1,456.2% |
| 5Y | +16.6% | +298.7% | -282.1% | +17.7% |
| All | +16.6% | +296.2% | -279.6% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling