+38.3%
HALO vs KIM
+9.2%
+29.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -2.7% | -1.7% | -1.0% | -2.3% |
| 30D | +5.3% | -3.0% | +8.3% | +6.0% |
| 3M | +51.6% | -8.9% | +60.4% | +54.3% |
| 6M | +61.3% | +2.4% | +58.9% | +59.2% |
| YTD | +59.3% | +18.3% | +41.0% | +55.6% |
| 1Y | +38.3% | +8.2% | +30.1% | +31.2% |
| All | +38.3% | +9.2% | +29.0% | +31.2% |
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