-65.1%
QBTS vs KHC
+11.6%
-76.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.7% | +0.9% |
| 7D | -11.8% | +6.6% | -18.4% | -10.5% |
| 30D | -33.6% | +16.5% | -50.1% | -31.8% |
| 3M | -52.5% | -3.0% | -49.5% | -52.5% |
| 6M | -50.4% | +17.4% | -67.8% | -49.2% |
| YTD | -60.3% | +10.3% | -70.6% | -59.6% |
| 1Y | -65.1% | +12.5% | -77.6% | -66.0% |
| All | -65.1% | +11.6% | -76.7% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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