-30.7%
APLD vs KHC
+8.5%
-39.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.6% | -8.4% | -3.7% |
| 7D | +2.7% | +2.0% | +0.7% | +4.6% |
| 30D | -21.4% | +10.6% | -32.0% | -14.6% |
| 3M | -47.8% | +0.5% | -48.4% | -46.3% |
| 6M | -64.9% | +12.1% | -76.9% | -61.5% |
| YTD | -34.9% | +8.9% | -43.8% | -29.0% |
| 1Y | -30.7% | +7.5% | -38.2% | -25.8% |
| All | -30.7% | +8.5% | -39.2% | -25.8% |
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