+431.5%
APLD vs KEEL
+11.3%
+420.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -7.3% | +2.3% | -1.1% |
| 7D | -0.5% | +2.7% | -3.2% | -1.9% |
| 30D | -13.2% | +4.6% | -17.7% | -15.8% |
| 3M | -33.8% | -34.5% | +0.7% | -19.0% |
| 6M | -5.9% | +59.3% | -65.2% | -27.8% |
| YTD | +5.1% | +46.4% | -41.2% | -15.1% |
| 1Y | +51.8% | +96.6% | -44.7% | -5.0% |
| 3Y | +397.7% | +182.0% | +215.7% | +133.0% |
| All | +431.5% | +11.3% | +420.2% | +229.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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