+269.3%
APLD vs KKR
+85.3%
+184.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.8% | +8.2% | +8.0% |
| 7D | +7.8% | -1.3% | +9.1% | +9.2% |
| 30D | -23.0% | +9.3% | -32.3% | -29.4% |
| 3M | -39.7% | -9.8% | -29.8% | -35.3% |
| 6M | -59.8% | +1.0% | -60.8% | -61.1% |
| YTD | -27.0% | -21.1% | -5.9% | -14.2% |
| 1Y | -37.3% | -17.0% | -20.4% | -29.8% |
| 3Y | +281.9% | +60.6% | +221.2% | +97.5% |
| All | +269.3% | +85.3% | +184.0% | +63.6% |
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