-5.8%
QBTS vs KMI
+202.5%
-208.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.6% | -2.8% |
| 7D | -10.5% | +6.5% | -17.0% | -11.6% |
| 30D | -20.5% | -3.4% | -17.1% | -20.1% |
| 3M | -54.3% | +0.4% | -54.6% | -54.4% |
| 6M | -55.4% | -0.9% | -54.5% | -55.6% |
| YTD | -63.4% | +20.5% | -83.9% | -65.6% |
| 1Y | -59.1% | +23.2% | -82.3% | -61.8% |
| 3Y | +1,216.8% | +121.6% | +1,095.2% | +986.2% |
| 5Y | -2.6% | +149.1% | -151.7% | -18.6% |
| All | -5.8% | +202.5% | -208.3% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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