+1,558.0%
QBTS vs KHC
-10.5%
+1,568.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.5% |
| 7D | -2.4% | -1.8% | -0.7% | -2.5% |
| 30D | -22.5% | -1.9% | -20.6% | -22.6% |
| 3M | -40.0% | +14.4% | -54.4% | -40.0% |
| 6M | -12.3% | +8.7% | -21.0% | -12.1% |
| YTD | -36.6% | +7.8% | -44.4% | -36.3% |
| 1Y | +8.4% | -1.5% | +10.0% | +9.1% |
| All | +1,558.0% | -10.5% | +1,568.5% | +1,230.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling