+75.6%
QBTS vs KMX
-55.0%
+130.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.7% | -3.0% |
| 7D | +3.8% | -1.9% | +5.7% | +4.2% |
| 30D | -15.2% | +2.6% | -17.8% | -15.9% |
| 3M | -27.2% | +25.6% | -52.8% | -31.9% |
| 6M | -10.1% | +41.9% | -51.9% | -19.6% |
| YTD | -34.5% | +56.0% | -90.6% | -42.8% |
| 1Y | +6.0% | -1.8% | +7.8% | +2.0% |
| 3Y | +1,779.3% | -25.7% | +1,805.0% | +1,744.4% |
| All | +75.6% | -55.0% | +130.6% | +70.5% |
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