+392.0%
APLD vs KVYO
-56.1%
+448.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.9% | -4.2% | -4.8% |
| 7D | -0.5% | -18.4% | +17.9% | +3.2% |
| 30D | -13.2% | -12.1% | -1.0% | -11.8% |
| 3M | -33.8% | +11.2% | -44.9% | -37.3% |
| 6M | -5.9% | -19.8% | +13.8% | -8.7% |
| YTD | +5.1% | -50.3% | +55.5% | +19.3% |
| 1Y | +51.8% | -48.3% | +100.1% | +67.1% |
| All | +392.0% | -56.1% | +448.1% | +450.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KVYO.
Daily Out/Under-Performance
Portfolio return minus KVYO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVYO 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 all: compounded portfolio wealth divided by compounded KVYO 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…
all analysis · Full analysis span regression · 6 months rolling