+65.5%
QBTS vs KNX
+75.8%
-10.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +1.3% |
| 7D | +1.3% | -5.6% | +6.9% | +3.2% |
| 30D | -19.0% | -4.4% | -14.6% | -17.8% |
| 3M | -29.5% | -17.3% | -12.1% | -25.2% |
| 6M | -11.2% | +22.6% | -33.8% | -17.5% |
| YTD | -35.8% | +31.1% | -66.9% | -41.8% |
| 1Y | +1.7% | +60.2% | -58.5% | -14.5% |
| 3Y | +1,470.1% | +35.8% | +1,434.3% | +1,265.8% |
| 5Y | +72.3% | +38.9% | +33.4% | +50.1% |
| All | +65.5% | +75.8% | -10.3% | +45.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling