+443.7%
APLD vs KIM
+19.1%
+424.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +1.9% | +1.9% |
| 7D | +4.1% | +0.4% | +3.6% | +3.6% |
| 30D | -11.7% | -4.0% | -7.7% | -8.8% |
| 3M | -40.3% | +0.5% | -40.8% | -42.0% |
| 6M | -8.0% | +3.6% | -11.6% | -12.8% |
| YTD | +7.5% | +20.4% | -12.9% | -12.3% |
| 1Y | +84.0% | +9.7% | +74.3% | +60.8% |
| 3Y | +356.2% | +46.0% | +310.2% | +181.5% |
| All | +443.7% | +19.1% | +424.6% | +312.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling