-5.8%
QBTS vs KHC
-1.7%
-4.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.6% | -5.4% | -2.3% |
| 7D | -10.5% | +2.0% | -12.5% | -10.1% |
| 30D | -20.5% | +10.6% | -31.1% | -18.7% |
| 3M | -54.3% | +0.5% | -54.8% | -54.0% |
| 6M | -55.4% | +12.1% | -67.5% | -54.1% |
| YTD | -63.4% | +8.9% | -72.3% | -62.5% |
| 1Y | -59.1% | +7.5% | -66.6% | -58.1% |
| 3Y | +1,216.8% | -10.7% | +1,227.5% | +1,200.0% |
| 5Y | -2.6% | -13.2% | +10.5% | -6.2% |
| All | -5.8% | -1.7% | -4.2% | -9.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling