+243.9%
APLD vs KDP
+12.5%
+231.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | 0.0% |
| 7D | -6.3% | +8.2% | -14.5% | -5.3% |
| 30D | -29.6% | +18.4% | -47.9% | -28.5% |
| 3M | -42.6% | +29.2% | -71.8% | -41.5% |
| 6M | -59.6% | +32.3% | -91.8% | -58.9% |
| YTD | -32.0% | +38.5% | -70.5% | -31.0% |
| 1Y | -46.9% | +48.5% | -95.4% | -46.1% |
| 3Y | +255.7% | +32.5% | +223.2% | +252.9% |
| All | +243.9% | +12.5% | +231.4% | +263.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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