+229.3%
APLD vs KNX
+47.2%
+182.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.3% | -9.1% | -7.4% |
| 7D | +2.7% | +9.2% | -6.5% | -1.7% |
| 30D | -21.4% | +0.9% | -22.4% | -21.6% |
| 3M | -47.8% | -12.7% | -35.1% | -44.3% |
| 6M | -64.9% | +7.3% | -72.2% | -66.8% |
| YTD | -34.9% | +23.1% | -58.0% | -42.8% |
| 1Y | -30.7% | +47.1% | -77.8% | -44.7% |
| 3Y | +305.3% | +33.3% | +272.1% | +227.4% |
| All | +229.3% | +47.2% | +182.0% | +110.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling