+63.3%
QBTS vs KMX
-32.6%
+95.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.5% | -1.7% |
| 7D | -2.4% | +1.9% | -4.3% | -2.9% |
| 30D | -22.5% | +11.7% | -34.2% | -24.6% |
| 3M | -40.0% | +34.9% | -74.9% | -44.4% |
| 6M | -12.3% | +50.3% | -62.6% | -21.8% |
| YTD | -36.6% | +63.8% | -100.4% | -44.5% |
| 1Y | +8.4% | +3.8% | +4.6% | +3.3% |
| 3Y | +1,380.4% | -24.3% | +1,404.6% | +1,340.3% |
| 5Y | +69.7% | -50.2% | +119.9% | +64.2% |
| All | +63.3% | -32.6% | +95.9% | +62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling