+354.6%
APLD vs KIM
+66.0%
+288.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.6% | +7.5% |
| 7D | +7.8% | -1.0% | +8.8% | +8.3% |
| 30D | -23.0% | +14.8% | -37.8% | -27.4% |
| 3M | -39.7% | +8.1% | -47.8% | -41.6% |
| 6M | -59.8% | +11.7% | -71.5% | -62.5% |
| YTD | -27.0% | +30.7% | -57.7% | -37.8% |
| 1Y | -37.3% | +29.7% | -67.1% | -46.7% |
| All | +354.6% | +66.0% | +288.6% | +174.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling