+443.7%
APLD vs KEEL
+12.3%
+431.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.8% | -0.1% |
| 7D | +4.1% | +7.8% | -3.7% | -0.1% |
| 30D | -11.7% | -11.7% | 0.0% | -7.0% |
| 3M | -40.3% | -41.5% | +1.2% | -22.7% |
| 6M | -8.0% | +54.9% | -62.9% | -28.2% |
| YTD | +7.5% | +47.7% | -40.1% | -13.6% |
| 1Y | +84.0% | +177.6% | -93.6% | -4.4% |
| 3Y | +356.2% | +164.9% | +191.3% | +119.8% |
| All | +443.7% | +12.3% | +431.4% | +235.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling