+161.6%
HALO vs KIM
+35.9%
+125.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -2.7% | -1.7% | -1.0% | -2.0% |
| 30D | +5.3% | -3.0% | +8.3% | +6.6% |
| 3M | +51.6% | -8.9% | +60.4% | +57.3% |
| 6M | +61.3% | +2.4% | +58.9% | +59.0% |
| YTD | +59.3% | +18.3% | +41.0% | +47.5% |
| 1Y | +38.3% | +8.2% | +30.1% | +32.9% |
| 3Y | +185.9% | +44.0% | +141.8% | +134.7% |
| All | +161.6% | +35.9% | +125.7% | +124.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling