+354.6%
APLD vs KHC
-12.8%
+367.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.3% | +7.4% |
| 7D | +7.8% | -4.6% | +12.4% | +5.5% |
| 30D | -23.0% | +8.1% | -31.1% | -19.6% |
| 3M | -39.7% | 0.0% | -39.7% | -38.8% |
| 6M | -59.8% | +7.9% | -67.8% | -58.0% |
| YTD | -27.0% | +5.3% | -32.2% | -23.4% |
| 1Y | -37.3% | +5.1% | -42.4% | -34.2% |
| All | +354.6% | -12.8% | +367.4% | +451.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling