+64.1%
QBTS vs KNX
+78.5%
-14.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.8% |
| 7D | -1.0% | -0.5% | -0.5% | -0.9% |
| 30D | -17.6% | +1.0% | -18.7% | -17.9% |
| 3M | -28.3% | -12.6% | -15.7% | -25.4% |
| 6M | -11.2% | +21.1% | -32.3% | -17.2% |
| YTD | -36.3% | +33.2% | -69.5% | -42.6% |
| 1Y | +3.9% | +67.8% | -63.9% | -14.0% |
| 3Y | +1,728.8% | +37.3% | +1,691.4% | +1,483.2% |
| 5Y | +70.9% | +41.1% | +29.8% | +48.1% |
| All | +64.1% | +78.5% | -14.4% | +43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling