+420.9%
APLD vs KEEL
+209.2%
+211.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.8% |
| 7D | +9.0% | +19.3% | -10.3% | -1.5% |
| 30D | -6.6% | +9.1% | -15.7% | -12.0% |
| 3M | -35.2% | -31.5% | -3.7% | -21.8% |
| 6M | +0.4% | +75.8% | -75.4% | -28.9% |
| YTD | +10.7% | +57.9% | -47.2% | -16.5% |
| 1Y | +78.6% | +133.3% | -54.8% | -4.0% |
| All | +420.9% | +209.2% | +211.8% | +127.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling