-65.1%
QBTS vs KIM
+33.1%
-98.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | +1.4% |
| 7D | -11.8% | +10.6% | -22.4% | -8.4% |
| 30D | -33.6% | +17.5% | -51.1% | -29.6% |
| 3M | -52.5% | +4.7% | -57.2% | -51.7% |
| 6M | -50.4% | +13.1% | -63.5% | -48.5% |
| YTD | -60.3% | +32.1% | -92.4% | -51.6% |
| 1Y | -65.1% | +32.7% | -97.8% | -57.4% |
| All | -65.1% | +33.1% | -98.2% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling