+84.0%
APLD vs KHC
-3.0%
+87.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +0.4% |
| 7D | +4.1% | -3.3% | +7.4% | +2.1% |
| 30D | -11.7% | -3.4% | -8.3% | -13.3% |
| 3M | -40.3% | +12.6% | -52.9% | -36.5% |
| 6M | -8.0% | +7.0% | -15.0% | -2.9% |
| YTD | +7.5% | +6.1% | +1.5% | +13.6% |
| 1Y | +84.0% | -3.1% | +87.1% | +90.9% |
| All | +84.0% | -3.0% | +87.0% | +90.9% |
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