+13.0%
QBTS vs KMB
+4.4%
+8.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.2% | +4.2% | +8.3% |
| 7D | +13.7% | +3.4% | +10.3% | +14.8% |
| 30D | -21.3% | +14.7% | -36.0% | -18.2% |
| 3M | -44.7% | +3.3% | -48.0% | -44.1% |
| 6M | -49.2% | +16.8% | -66.0% | -46.5% |
| YTD | -56.1% | +15.2% | -71.4% | -54.0% |
| 1Y | -61.1% | +13.3% | -74.4% | -59.3% |
| 3Y | +1,511.0% | +5.4% | +1,505.5% | +1,582.9% |
| 5Y | +16.6% | +2.7% | +13.8% | +18.3% |
| All | +13.0% | +4.4% | +8.6% | +13.4% |
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