+91.5%
HALO vs KIM
+33.1%
+58.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.2% | +0.7% |
| 7D | +0.2% | +10.6% | -10.4% | -1.7% |
| 30D | +20.3% | +17.5% | +2.9% | +16.5% |
| 3M | +56.6% | +4.7% | +51.9% | +55.4% |
| 6M | +101.9% | +13.1% | +88.7% | +95.2% |
| YTD | +93.7% | +32.1% | +61.6% | +87.4% |
| 1Y | +91.5% | +32.7% | +58.9% | +84.3% |
| All | +91.5% | +33.1% | +58.4% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling