+252.0%
APLD vs KMB
+4.9%
+247.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.2% | +4.3% | +8.4% |
| 7D | +3.1% | +3.4% | -0.3% | +4.4% |
| 30D | -29.4% | +14.7% | -44.1% | -26.7% |
| 3M | -42.8% | +3.3% | -46.1% | -41.9% |
| 6M | -59.5% | +16.8% | -76.3% | -58.0% |
| YTD | -31.8% | +15.2% | -47.0% | -29.5% |
| 1Y | -46.0% | +13.3% | -59.3% | -44.3% |
| 3Y | +252.0% | +5.4% | +246.6% | +240.9% |
| All | +252.0% | +4.9% | +247.1% | +240.9% |
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