+84.0%
APLD vs KIM
+10.4%
+73.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +1.9% | +1.6% |
| 7D | +4.1% | +0.4% | +3.6% | +4.6% |
| 30D | -11.7% | -4.0% | -7.7% | -14.9% |
| 3M | -40.3% | +0.5% | -40.8% | -40.2% |
| 6M | -8.0% | +3.6% | -11.6% | -6.9% |
| YTD | +7.5% | +20.4% | -12.9% | +44.0% |
| 1Y | +84.0% | +9.7% | +74.3% | +118.0% |
| All | +84.0% | +10.4% | +73.6% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling