-70.8%
QBTS vs KTOS
-59.5%
-11.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -7.1% | -5.7% | -7.7% |
| 7D | -21.7% | -23.4% | +1.7% | -5.6% |
| 30D | -42.7% | -23.6% | -19.1% | -30.8% |
| 3M | -57.7% | -39.7% | -18.0% | -39.8% |
| 6M | -58.0% | -43.7% | -14.3% | -38.0% |
| YTD | -65.4% | -56.0% | -9.4% | -53.4% |
| 1Y | -70.8% | -56.9% | -14.0% | -58.5% |
| All | -70.8% | -59.5% | -11.4% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS 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 KTOS 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