-55.4%
QBTS vs KMX
+40.4%
-95.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.1% | -3.4% |
| 7D | -10.5% | +3.4% | -13.9% | -11.7% |
| 30D | -20.5% | +6.8% | -27.4% | -23.6% |
| 3M | -54.3% | -11.4% | -42.9% | -52.2% |
| 6M | -55.4% | +43.6% | -99.0% | -77.1% |
| All | -55.4% | +40.4% | -95.8% | -77.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling