+225.9%
APLD vs KRMN
+14.6%
+211.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.4% | -2.7% | -3.7% |
| 7D | -0.5% | -15.1% | +14.6% | +8.6% |
| 30D | -13.2% | -44.5% | +31.3% | +19.5% |
| 3M | -33.8% | -25.0% | -8.7% | -24.6% |
| 6M | -5.9% | -66.5% | +60.6% | +68.7% |
| YTD | +5.1% | -53.0% | +58.1% | +58.4% |
| 1Y | +51.8% | -44.7% | +96.6% | +111.4% |
| All | +225.9% | +14.6% | +211.3% | +211.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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