+4.9%
QBTS vs KIM
+123.4%
-118.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.7% |
| 7D | +2.6% | -1.0% | +3.6% | +3.0% |
| 30D | -22.5% | +14.8% | -37.3% | -25.8% |
| 3M | -47.4% | +8.1% | -55.5% | -48.7% |
| 6M | -55.7% | +11.7% | -67.3% | -57.5% |
| YTD | -59.3% | +30.7% | -90.0% | -63.0% |
| 1Y | -63.3% | +29.7% | -93.0% | -66.7% |
| 3Y | +1,379.2% | +65.1% | +1,314.1% | +1,138.0% |
| 5Y | +8.3% | +34.7% | -26.3% | -7.4% |
| All | +4.9% | +123.4% | -118.4% | -6.5% |
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