-46.5%
APLD vs KHC
+11.6%
-58.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.8% | -10.5% | -3.9% |
| 7D | -18.5% | +6.6% | -25.2% | -14.1% |
| 30D | -32.8% | +16.5% | -49.2% | -24.7% |
| 3M | -46.9% | -3.0% | -43.9% | -46.7% |
| 6M | -53.4% | +17.4% | -70.8% | -47.7% |
| YTD | -32.3% | +10.3% | -42.6% | -26.1% |
| 1Y | -46.5% | +12.5% | -59.0% | -42.7% |
| All | -46.5% | +11.6% | -58.2% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 1y: compounded portfolio wealth divided by compounded KHC 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…
1y analysis · Full analysis span regression · 6 months rolling