+164.4%
APLD vs KMB
+4.7%
+159.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | +1.5% | -16.2% | -14.2% |
| 7D | -27.0% | +0.4% | -27.4% | -26.6% |
| 30D | -44.1% | +14.1% | -58.2% | -42.1% |
| 3M | -52.6% | -0.5% | -52.0% | -52.2% |
| 6M | -64.5% | +16.6% | -81.1% | -63.2% |
| YTD | -42.2% | +13.7% | -55.9% | -40.4% |
| 1Y | -57.2% | +16.1% | -73.2% | -55.7% |
| All | +164.4% | +4.7% | +159.7% | +143.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling