+81.2%
QBTS vs KIM
+37.7%
+43.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.7% | +5.9% | +6.3% |
| 7D | +6.8% | -0.3% | +7.2% | +7.0% |
| 30D | -14.9% | -1.7% | -13.2% | -14.4% |
| 3M | -31.6% | -0.8% | -30.8% | -31.8% |
| 6M | -4.9% | +4.4% | -9.4% | -7.2% |
| YTD | -32.4% | +21.2% | -53.7% | -38.3% |
| 1Y | +14.6% | +10.5% | +4.0% | +8.5% |
| 3Y | +1,839.6% | +47.5% | +1,792.1% | +1,508.8% |
| 5Y | +81.2% | +37.1% | +44.1% | +52.7% |
| All | +81.2% | +37.7% | +43.5% | +52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling