+220.6%
APLD vs KMI
+99.5%
+121.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.8% | +10.5% | +10.6% |
| 7D | -12.7% | -10.8% | -2.0% | -0.7% |
| 30D | -34.7% | -5.0% | -29.7% | -31.4% |
| 3M | -46.1% | -3.4% | -42.7% | -44.8% |
| 6M | -64.9% | -3.4% | -61.5% | -65.0% |
| YTD | -36.6% | +13.1% | -49.7% | -49.9% |
| 1Y | -50.0% | +19.0% | -69.0% | -63.2% |
| 3Y | +190.1% | +106.1% | +84.0% | -5.7% |
| All | +220.6% | +99.5% | +121.2% | +31.0% |
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