+192.2%
APLD vs KDP
+10.4%
+181.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | +0.3% | -15.0% | -14.7% |
| 7D | -27.0% | +4.5% | -31.5% | -26.5% |
| 30D | -44.1% | +18.5% | -62.6% | -43.3% |
| 3M | -52.6% | +20.8% | -73.4% | -51.9% |
| 6M | -64.5% | +29.4% | -93.9% | -64.0% |
| YTD | -42.2% | +35.9% | -78.1% | -41.5% |
| 1Y | -57.2% | +42.5% | -99.6% | -56.6% |
| 3Y | +159.5% | +29.4% | +130.2% | +157.2% |
| All | +192.2% | +10.4% | +181.8% | +208.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling