used to refer to the person being addressed

खुद

English Usage: You should be proud of yourself for achieving that goal.

Hindi Usage: आपको उस लक्ष्य को प्राप्त करने के लिए खुद पर गर्व होना चाहिए।

used for emphasis to indicate the subject and object are the same

खुद

English Usage: You did it yourself without any help.

Hindi Usage: आप ने खुद बिना किसी मदद के किया।

a person's essential being that distinguishes them from others

आत्मा

English Usage: Finding one's true self can be a difficult journey.

Hindi Usage: अपने असली आत्मा को खोजना एक कठिन यात्रा हो सकती है।