+16.6%
QBTS vs KIM
+38.5%
-22.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.0% | +6.4% | +7.0% |
| 7D | +13.7% | +2.8% | +10.8% | +12.5% |
| 30D | -21.3% | +16.3% | -37.6% | -26.0% |
| 3M | -44.7% | +6.6% | -51.4% | -46.2% |
| 6M | -49.2% | +12.3% | -61.5% | -52.0% |
| YTD | -56.1% | +31.6% | -87.7% | -61.5% |
| 1Y | -61.1% | +31.5% | -92.6% | -66.0% |
| 3Y | +1,511.0% | +68.0% | +1,443.0% | +1,153.0% |
| 5Y | +16.6% | +38.7% | -22.1% | -5.6% |
| All | +16.6% | +38.5% | -22.0% | -5.6% |
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