+2,448.5%
HALO vs KIM
+188.9%
+2,259.6%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.0% |
| 7D | +0.5% | -0.3% | +0.9% | +0.7% |
| 30D | +5.0% | -1.7% | +6.7% | +5.7% |
| 3M | +53.1% | -0.8% | +54.0% | +53.3% |
| 6M | +60.8% | +4.4% | +56.4% | +57.9% |
| YTD | +60.9% | +21.2% | +39.7% | +49.5% |
| 1Y | +42.8% | +10.5% | +32.3% | +37.0% |
| 3Y | +181.3% | +47.5% | +133.8% | +139.8% |
| 5Y | +157.6% | +37.1% | +120.5% | +122.8% |
| 10Y | +910.4% | +29.5% | +880.9% | +690.2% |
| All | +2,448.5% | +188.9% | +2,259.6% | +1,250.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling