+243.9%
APLD vs KMI
+107.6%
+136.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.3% | -2.4% |
| 7D | -6.3% | -5.1% | -1.2% | -0.4% |
| 30D | -29.6% | -3.1% | -26.4% | -27.4% |
| 3M | -42.6% | +0.2% | -42.8% | -43.3% |
| 6M | -59.6% | +1.1% | -60.7% | -61.7% |
| YTD | -32.0% | +17.7% | -49.7% | -48.5% |
| 1Y | -46.9% | +19.6% | -66.6% | -60.7% |
| 3Y | +255.7% | +117.6% | +138.1% | +8.4% |
| All | +243.9% | +107.6% | +136.3% | +34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling