+244.7%
APLD vs KMB
+6.2%
+238.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.2% | +4.3% | +8.2% |
| 7D | +3.1% | +3.4% | -0.3% | +4.0% |
| 30D | -29.4% | +14.7% | -44.1% | -27.5% |
| 3M | -42.8% | +3.3% | -46.1% | -42.1% |
| 6M | -59.5% | +16.8% | -76.3% | -58.4% |
| YTD | -31.8% | +15.2% | -47.0% | -30.2% |
| 1Y | -46.0% | +13.3% | -59.3% | -44.8% |
| 3Y | +252.0% | +5.4% | +246.6% | +246.3% |
| All | +244.7% | +6.2% | +238.5% | +196.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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