+63.3%
QBTS vs KIM
+105.8%
-42.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.4% |
| 7D | -2.4% | +0.4% | -2.8% | -2.6% |
| 30D | -22.5% | -4.0% | -18.5% | -21.5% |
| 3M | -40.0% | +0.5% | -40.6% | -40.5% |
| 6M | -12.3% | +3.6% | -15.9% | -13.8% |
| YTD | -36.6% | +20.4% | -57.0% | -40.9% |
| 1Y | +8.4% | +9.7% | -1.3% | +4.1% |
| 3Y | +1,380.4% | +46.0% | +1,334.4% | +1,184.0% |
| 5Y | +69.7% | +34.4% | +35.3% | +48.9% |
| All | +63.3% | +105.8% | -42.4% | +49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling