+229.3%
APLD vs KDP
+8.8%
+220.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.6% | -8.4% | -5.5% |
| 7D | +2.7% | -0.8% | +3.5% | +2.7% |
| 30D | -21.4% | +9.7% | -31.1% | -20.6% |
| 3M | -47.8% | +17.6% | -65.5% | -47.1% |
| 6M | -64.9% | +25.8% | -90.7% | -64.4% |
| YTD | -34.9% | +33.9% | -68.7% | -34.1% |
| 1Y | -30.7% | +38.9% | -69.6% | -29.9% |
| 3Y | +305.3% | +26.8% | +278.5% | +302.1% |
| All | +229.3% | +8.8% | +220.5% | +247.1% |
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