+249.5%
APLD vs KHC
-24.9%
+274.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.2% | -5.1% |
| 7D | +19.6% | -3.3% | +22.9% | +18.4% |
| 30D | -24.5% | +9.1% | -33.6% | -21.8% |
| 3M | -45.6% | +1.4% | -47.0% | -44.8% |
| 6M | -61.4% | +8.4% | -69.8% | -60.1% |
| YTD | -30.9% | +6.2% | -37.0% | -28.3% |
| 1Y | -35.8% | +5.7% | -41.5% | -33.4% |
| 3Y | +261.4% | -12.0% | +273.4% | +271.8% |
| All | +249.5% | -24.9% | +274.4% | +203.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling