+243.9%
APLD vs KIM
+29.6%
+214.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.1% |
| 7D | -6.3% | +2.8% | -9.1% | -8.4% |
| 30D | -29.6% | +15.9% | -45.4% | -38.2% |
| 3M | -42.6% | +7.8% | -50.4% | -46.6% |
| 6M | -59.6% | +11.9% | -71.4% | -64.5% |
| YTD | -32.0% | +31.0% | -63.0% | -48.7% |
| 1Y | -46.9% | +32.3% | -79.3% | -60.9% |
| 3Y | +255.7% | +65.5% | +190.2% | +92.6% |
| All | +243.9% | +29.6% | +214.3% | +141.2% |
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