+446.5%
APLD vs KMI
+121.9%
+324.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.8% | +5.5% | +5.9% |
| 7D | +16.6% | -0.4% | +16.9% | +16.9% |
| 30D | -3.1% | +3.7% | -6.8% | -6.4% |
| 3M | -30.9% | +3.2% | -34.0% | -33.9% |
| 6M | +12.6% | -3.0% | +15.6% | +12.4% |
| YTD | +15.5% | +19.7% | -4.2% | -9.1% |
| 1Y | +103.5% | +25.6% | +77.9% | +47.8% |
| 3Y | +446.5% | +120.2% | +326.3% | +128.4% |
| All | +446.5% | +121.9% | +324.6% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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