+70.1%
QBTS vs KGC
+464.0%
-393.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.9% |
| 7D | -2.4% | -1.3% | -1.1% | -2.1% |
| 30D | -22.5% | +20.3% | -42.8% | -26.0% |
| 3M | -40.0% | +8.1% | -48.1% | -41.2% |
| 6M | -12.3% | -8.8% | -3.6% | -11.2% |
| YTD | -36.6% | +10.1% | -46.7% | -37.4% |
| 1Y | +8.4% | +44.2% | -35.8% | +3.5% |
| 3Y | +1,380.4% | +533.0% | +847.3% | +1,240.4% |
| All | +70.1% | +464.0% | -393.9% | +59.3% |
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