-70.8%
QBTS vs KVYO
-20.3%
-50.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -2.6% | -10.2% | -12.4% |
| 7D | -21.7% | +1.9% | -23.6% | -22.0% |
| 30D | -42.7% | +25.4% | -68.0% | -44.8% |
| 3M | -57.7% | +7.8% | -65.5% | -58.5% |
| 6M | -58.0% | -10.8% | -47.2% | -58.4% |
| YTD | -65.4% | -35.9% | -29.5% | -59.7% |
| 1Y | -70.8% | -22.6% | -48.2% | -71.0% |
| All | -70.8% | -20.3% | -50.5% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KVYO.
Daily Out/Under-Performance
Portfolio return minus KVYO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVYO 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 KVYO 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