+3.3%
QBTS vs KHC
-5.1%
+8.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.7% | -7.9% | -8.8% |
| 7D | +1.1% | -1.1% | +2.2% | +0.9% |
| 30D | -28.1% | +8.8% | -36.9% | -26.7% |
| 3M | -48.1% | -1.2% | -46.9% | -48.0% |
| 6M | -53.6% | +4.6% | -58.2% | -52.9% |
| YTD | -59.9% | +5.1% | -65.1% | -59.2% |
| 1Y | -64.3% | +6.2% | -70.5% | -63.5% |
| 3Y | +1,355.6% | -12.9% | +1,368.5% | +1,329.0% |
| 5Y | +6.6% | -16.8% | +23.4% | +1.9% |
| All | +3.3% | -5.1% | +8.3% | -1.9% |
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