+876.3%
HALO vs KMX
+11.6%
+864.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.1% |
| 7D | -2.7% | -3.1% | +0.4% | -2.0% |
| 30D | +5.3% | +4.4% | +0.9% | +4.2% |
| 3M | +51.6% | +18.9% | +32.7% | +44.8% |
| 6M | +61.3% | +44.3% | +17.0% | +46.0% |
| YTD | +59.3% | +58.7% | +0.6% | +40.0% |
| 1Y | +38.3% | +0.1% | +38.2% | +34.0% |
| 3Y | +185.9% | -24.4% | +210.3% | +188.4% |
| 5Y | +159.9% | -54.4% | +214.4% | +190.5% |
| All | +876.3% | +11.6% | +864.7% | +646.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 10y: compounded portfolio wealth divided by compounded KMX 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…
10y analysis · Full analysis span regression · 6 months rolling