+74.1%
QBTS vs KMB
-4.0%
+78.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.9% | +8.5% | +6.1% |
| 7D | +6.8% | -2.7% | +9.6% | +6.1% |
| 30D | -14.9% | -5.0% | -9.9% | -16.0% |
| 3M | -31.6% | +6.6% | -38.2% | -30.1% |
| 6M | -4.9% | +1.0% | -5.9% | -4.5% |
| YTD | -32.4% | +6.0% | -38.4% | -30.8% |
| 1Y | +14.6% | -16.6% | +31.2% | +8.8% |
| 3Y | +1,839.6% | -8.6% | +1,848.3% | +1,805.4% |
| 5Y | +81.2% | -10.9% | +92.1% | +79.4% |
| All | +74.1% | -4.0% | +78.1% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 10y: compounded portfolio wealth divided by compounded KMB 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…
10y analysis · Full analysis span regression · 6 months rolling