+185.3%
HALO vs KIM
+43.4%
+141.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | -3.4% | -1.5% | -1.9% | -2.9% |
| 30D | +4.3% | -1.7% | +6.0% | +4.8% |
| 3M | +51.8% | -7.1% | +58.9% | +55.4% |
| 6M | +57.8% | +2.9% | +54.9% | +55.7% |
| YTD | +59.0% | +18.8% | +40.1% | +49.0% |
| 1Y | +41.2% | +9.4% | +31.7% | +36.2% |
| All | +185.3% | +43.4% | +141.9% | +127.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling