-5.8%
QBTS vs KIM
+122.8%
-128.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -3.0% |
| 7D | -10.5% | +0.1% | -10.6% | -10.5% |
| 30D | -20.5% | +14.1% | -34.6% | -23.8% |
| 3M | -54.3% | +6.0% | -60.3% | -55.1% |
| 6M | -55.4% | +13.2% | -68.6% | -57.5% |
| YTD | -63.4% | +30.4% | -93.8% | -66.8% |
| 1Y | -59.1% | +31.0% | -90.2% | -63.1% |
| 3Y | +1,216.8% | +67.6% | +1,149.2% | +998.0% |
| 5Y | -2.6% | +35.8% | -38.4% | -16.7% |
| All | -5.8% | +122.8% | -128.6% | -16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling