+5.2%
QBTS vs KMB
+1.2%
+4.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -1.8% | +19.8% | +17.5% |
| 7D | +0.3% | +0.5% | -0.2% | +0.6% |
| 30D | -29.8% | +12.4% | -42.2% | -27.5% |
| 3M | -45.0% | +1.0% | -45.9% | -44.7% |
| 6M | -55.2% | +12.1% | -67.3% | -53.3% |
| YTD | -59.2% | +11.6% | -70.8% | -57.5% |
| 1Y | -62.4% | +13.1% | -75.5% | -60.6% |
| 3Y | +1,264.0% | +1.6% | +1,262.4% | +1,309.2% |
| 5Y | +8.8% | -0.3% | +9.1% | +9.5% |
| All | +5.2% | +1.2% | +4.1% | +4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling