+72.0%
QBTS vs KNX
+37.6%
+34.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +1.4% |
| 7D | +1.3% | -5.6% | +6.9% | +3.3% |
| 30D | -19.0% | -4.4% | -14.6% | -17.7% |
| 3M | -29.5% | -17.3% | -12.1% | -24.9% |
| 6M | -11.2% | +22.6% | -33.8% | -18.0% |
| YTD | -35.8% | +31.1% | -66.9% | -42.4% |
| 1Y | +1.7% | +60.2% | -58.5% | -15.9% |
| 3Y | +1,470.1% | +35.8% | +1,434.3% | +1,249.3% |
| All | +72.0% | +37.6% | +34.4% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling