+1,511.0%
QBTS vs KHC
-13.1%
+1,524.1%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.8% | +8.2% | +7.2% |
| 7D | +13.7% | -2.0% | +15.7% | +13.3% |
| 30D | -21.3% | +9.7% | -30.9% | -20.1% |
| 3M | -44.7% | -2.0% | -42.7% | -44.7% |
| 6M | -49.2% | +5.4% | -54.6% | -48.6% |
| YTD | -56.1% | +5.9% | -62.1% | -55.4% |
| 1Y | -61.1% | +7.5% | -68.6% | -60.4% |
| 3Y | +1,511.0% | -12.4% | +1,523.4% | +1,275.9% |
| All | +1,511.0% | -13.1% | +1,524.1% | +1,275.9% |
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 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