+75.4%
QBTS vs KHC
-14.2%
+89.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -3.4% |
| 7D | +3.8% | -4.8% | +8.6% | +2.7% |
| 30D | -15.2% | +0.3% | -15.5% | -15.1% |
| 3M | -27.2% | +6.7% | -33.9% | -25.9% |
| 6M | -10.1% | +4.2% | -14.2% | -8.9% |
| YTD | -34.5% | +6.7% | -41.3% | -33.1% |
| 1Y | +6.0% | -1.4% | +7.4% | +6.4% |
| 3Y | +1,779.3% | -11.8% | +1,791.0% | +1,721.1% |
| 5Y | +75.4% | -13.4% | +88.8% | +66.5% |
| All | +75.4% | -14.2% | +89.6% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling