+249.5%
APLD vs KMX
-42.5%
+292.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.4% | -2.9% | -4.3% |
| 7D | +19.6% | 0.0% | +19.7% | +19.6% |
| 30D | -24.5% | +3.5% | -27.9% | -26.3% |
| 3M | -45.6% | -10.4% | -35.1% | -43.6% |
| 6M | -61.4% | +37.6% | -99.0% | -67.7% |
| YTD | -30.9% | +36.1% | -66.9% | -43.9% |
| 1Y | -35.8% | +52.8% | -88.6% | -51.5% |
| 3Y | +261.4% | -17.0% | +278.4% | +250.6% |
| All | +249.5% | -42.5% | +292.0% | +380.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 10y: compounded portfolio wealth divided by compounded KMX 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…
10y analysis · Full analysis span regression · 6 months rolling