+0.2%
QBTS vs KMX
-65.0%
+65.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.4% | -5.2% | -7.0% |
| 7D | +8.7% | 0.0% | +8.8% | +8.7% |
| 30D | -26.5% | +3.5% | -29.9% | -27.2% |
| 3M | -52.6% | -10.4% | -42.1% | -51.4% |
| 6M | -56.0% | +37.6% | -93.6% | -60.0% |
| YTD | -62.4% | +36.1% | -98.4% | -66.2% |
| 1Y | -62.7% | +52.8% | -115.5% | -67.7% |
| 3Y | +1,266.7% | -17.0% | +1,283.7% | +1,271.1% |
| 5Y | +0.2% | -64.7% | +64.9% | -0.1% |
| All | +0.2% | -65.0% | +65.2% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling