+64.1%
QBTS vs KMX
-35.5%
+99.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.8% |
| 7D | -1.0% | -3.4% | +2.4% | -0.2% |
| 30D | -17.6% | +4.0% | -21.7% | -18.5% |
| 3M | -28.3% | +24.8% | -53.1% | -32.4% |
| 6M | -11.2% | +43.6% | -54.8% | -20.0% |
| YTD | -36.3% | +56.6% | -92.9% | -43.7% |
| 1Y | +3.9% | +2.2% | +1.6% | -0.7% |
| 3Y | +1,728.8% | -25.4% | +1,754.2% | +1,695.2% |
| 5Y | +70.9% | -55.0% | +125.9% | +67.1% |
| All | +64.1% | -35.5% | +99.7% | +64.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling