+1,839.6%
QBTS vs KIM
+47.7%
+1,791.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.7% | +5.9% | +6.2% |
| 7D | +6.8% | -0.3% | +7.2% | +7.0% |
| 30D | -14.9% | -1.7% | -13.2% | -14.2% |
| 3M | -31.6% | -0.8% | -30.8% | -32.0% |
| 6M | -4.9% | +4.4% | -9.4% | -8.3% |
| YTD | -32.4% | +21.2% | -53.7% | -40.8% |
| 1Y | +14.6% | +10.5% | +4.0% | +6.2% |
| 3Y | +1,839.6% | +47.5% | +1,792.1% | +1,111.2% |
| All | +1,839.6% | +47.7% | +1,791.9% | +1,111.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling