-65.1%
QBTS vs KNX
+45.0%
-110.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | -11.8% | +2.5% | -14.3% | -12.7% |
| 30D | -33.6% | -4.4% | -29.2% | -32.4% |
| 3M | -52.5% | -12.7% | -39.8% | -49.8% |
| 6M | -50.4% | +0.9% | -51.3% | -51.7% |
| YTD | -60.3% | +20.3% | -80.6% | -66.2% |
| 1Y | -65.1% | +40.9% | -106.0% | -73.5% |
| All | -65.1% | +45.0% | -110.1% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 1y: compounded portfolio wealth divided by compounded KNX 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…
1y analysis · Full analysis span regression · 6 months rolling