+220.6%
APLD vs KHC
-24.5%
+245.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.8% | +12.5% | +8.8% |
| 7D | -12.7% | +1.1% | -13.8% | -12.1% |
| 30D | -34.7% | +12.0% | -46.7% | -31.9% |
| 3M | -46.1% | +0.2% | -46.3% | -45.5% |
| 6M | -64.9% | +10.3% | -75.2% | -63.5% |
| YTD | -36.6% | +6.7% | -43.3% | -34.1% |
| 1Y | -50.0% | +10.9% | -60.8% | -47.7% |
| 3Y | +190.1% | -12.6% | +202.7% | +198.9% |
| All | +220.6% | -24.5% | +245.1% | +178.9% |
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