+101.9%
APLD vs KRMN
+35.5%
+66.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.4% | -6.2% | -6.0% |
| 7D | +2.7% | -10.9% | +13.6% | +8.4% |
| 30D | -21.4% | +34.9% | -56.3% | -35.2% |
| 3M | -47.8% | -32.8% | -15.1% | -37.9% |
| 6M | -64.9% | -39.6% | -25.3% | -56.6% |
| YTD | -34.9% | -44.4% | +9.6% | -14.0% |
| 1Y | -30.7% | -32.2% | +1.5% | -17.3% |
| All | +101.9% | +35.5% | +66.4% | +69.0% |
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