-65.1%
QBTS vs KMX
+35.0%
-100.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -0.8% |
| 7D | -11.8% | +2.1% | -13.9% | -12.5% |
| 30D | -33.6% | +0.5% | -34.1% | -34.0% |
| 3M | -52.5% | -4.1% | -48.3% | -52.3% |
| 6M | -50.4% | +49.5% | -99.9% | -57.1% |
| YTD | -60.3% | +42.7% | -103.0% | -66.4% |
| 1Y | -65.1% | +35.3% | -100.4% | -70.4% |
| All | -65.1% | +35.0% | -100.1% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 1y: compounded portfolio wealth divided by compounded KMX 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…
1y analysis · Full analysis span regression · 6 months rolling