+220.6%
APLD vs KDP
+9.6%
+211.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.7% | +10.4% | +9.6% |
| 7D | -12.7% | +2.2% | -14.9% | -12.3% |
| 30D | -34.7% | +19.9% | -54.6% | -33.8% |
| 3M | -46.1% | +21.5% | -67.6% | -45.3% |
| 6M | -64.9% | +30.1% | -95.0% | -64.4% |
| YTD | -36.6% | +34.9% | -71.5% | -35.9% |
| 1Y | -50.0% | +43.4% | -93.4% | -49.3% |
| 3Y | +190.1% | +29.1% | +161.0% | +186.9% |
| All | +220.6% | +9.6% | +211.0% | +237.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling