+269.3%
APLD vs KMB
+3.3%
+266.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.7% | +9.1% | +7.0% |
| 7D | +7.8% | +0.1% | +7.8% | +7.9% |
| 30D | -23.0% | +10.2% | -33.2% | -21.5% |
| 3M | -39.7% | +1.5% | -41.1% | -39.2% |
| 6M | -59.8% | +16.6% | -76.5% | -59.0% |
| YTD | -27.0% | +12.1% | -39.0% | -25.6% |
| 1Y | -37.3% | +11.1% | -48.4% | -36.2% |
| 3Y | +281.9% | +1.9% | +279.9% | +273.6% |
| All | +269.3% | +3.3% | +266.0% | +215.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling