+190.1%
APLD vs KMB
+2.8%
+187.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.8% | +11.6% | +9.2% |
| 7D | -12.7% | +0.5% | -13.2% | -12.3% |
| 30D | -34.7% | +12.4% | -47.1% | -32.7% |
| 3M | -46.1% | +1.0% | -47.1% | -45.6% |
| 6M | -64.9% | +12.1% | -77.0% | -63.9% |
| YTD | -36.6% | +11.6% | -48.2% | -35.0% |
| 1Y | -50.0% | +13.1% | -63.1% | -48.5% |
| 3Y | +190.1% | +1.6% | +188.5% | +165.7% |
| All | +190.1% | +2.8% | +187.3% | +165.7% |
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