+8.4%
QBTS vs KNX
+67.7%
-59.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -2.4% |
| 7D | -2.4% | +7.1% | -9.5% | -4.4% |
| 30D | -22.5% | +1.7% | -24.2% | -22.7% |
| 3M | -40.0% | -8.1% | -31.9% | -38.8% |
| 6M | -12.3% | +14.0% | -26.4% | -17.1% |
| YTD | -36.6% | +38.5% | -75.1% | -41.5% |
| 1Y | +8.4% | +65.4% | -57.0% | -3.1% |
| All | +8.4% | +67.7% | -59.3% | -3.1% |
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