+407.1%
APLD vs KNX
+34.6%
+372.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.0% |
| 7D | +0.2% | -5.6% | +5.8% | +2.3% |
| 30D | -15.2% | -4.4% | -10.8% | -13.9% |
| 3M | -36.3% | -17.3% | -19.0% | -32.1% |
| 6M | -7.4% | +22.6% | -30.0% | -15.4% |
| YTD | +7.7% | +31.1% | -23.4% | -4.2% |
| 1Y | +53.8% | +60.2% | -6.4% | +24.6% |
| 3Y | +407.1% | +35.8% | +371.3% | +341.6% |
| All | +407.1% | +34.6% | +372.5% | +341.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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