+373.4%
APLD vs KHC
-10.0%
+383.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.5% |
| 7D | +4.1% | -1.8% | +5.8% | +3.4% |
| 30D | -11.7% | -1.9% | -9.8% | -12.2% |
| 3M | -40.3% | +14.4% | -54.7% | -37.4% |
| 6M | -8.0% | +8.7% | -16.7% | -4.2% |
| YTD | +7.5% | +7.8% | -0.2% | +12.0% |
| 1Y | +84.0% | -1.5% | +85.5% | +88.2% |
| All | +373.4% | -10.0% | +383.5% | +376.2% |
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