+243.9%
APLD vs KMB
+5.1%
+238.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.5% |
| 7D | -6.3% | +6.0% | -12.4% | -5.1% |
| 30D | -29.6% | +13.5% | -43.1% | -27.9% |
| 3M | -42.6% | +3.8% | -46.4% | -41.9% |
| 6M | -59.6% | +15.6% | -75.1% | -58.6% |
| YTD | -32.0% | +14.0% | -46.0% | -30.5% |
| 1Y | -46.9% | +12.9% | -59.9% | -45.8% |
| 3Y | +255.7% | +3.7% | +251.9% | +249.1% |
| All | +243.9% | +5.1% | +238.8% | +195.1% |
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