+249.5%
APLD vs KKR
+80.0%
+169.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.8% | -2.5% | -3.0% |
| 7D | +19.6% | -1.1% | +20.7% | +20.6% |
| 30D | -24.5% | +11.5% | -36.0% | -31.9% |
| 3M | -45.6% | -12.4% | -33.2% | -40.2% |
| 6M | -61.4% | -1.9% | -59.5% | -61.7% |
| YTD | -30.9% | -23.3% | -7.6% | -16.8% |
| 1Y | -35.8% | -20.4% | -15.4% | -25.3% |
| 3Y | +261.4% | +56.1% | +205.4% | +91.6% |
| All | +249.5% | +80.0% | +169.5% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KKR.
Daily Out/Under-Performance
Portfolio return minus KKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KKR 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 KKR 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