+243.9%
APLD vs KHC
-25.6%
+269.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.5% |
| 7D | -6.3% | -1.1% | -5.2% | -6.6% |
| 30D | -29.6% | +8.8% | -38.4% | -27.2% |
| 3M | -42.6% | -1.2% | -41.4% | -42.2% |
| 6M | -59.6% | +4.6% | -64.2% | -58.5% |
| YTD | -32.0% | +5.1% | -37.1% | -29.7% |
| 1Y | -46.9% | +6.2% | -53.2% | -45.0% |
| 3Y | +255.7% | -12.9% | +268.6% | +264.5% |
| All | +243.9% | -25.6% | +269.5% | +197.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling