+483.7%
APLD vs KIM
+19.9%
+463.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.7% | +6.7% | +6.8% |
| 7D | +16.6% | -0.3% | +16.9% | +16.9% |
| 30D | -3.1% | -1.7% | -1.4% | -1.8% |
| 3M | -30.9% | -0.8% | -30.0% | -31.8% |
| 6M | +12.6% | +4.4% | +8.2% | +6.1% |
| YTD | +15.5% | +21.2% | -5.8% | -6.4% |
| 1Y | +103.5% | +10.5% | +93.0% | +76.9% |
| 3Y | +446.5% | +47.5% | +399.0% | +233.8% |
| All | +483.7% | +19.9% | +463.8% | +340.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling