+2,426.8%
HALO vs KMX
+307.4%
+2,119.5%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.7% |
| 7D | -2.1% | -1.9% | -0.2% | -1.5% |
| 30D | +4.6% | +2.6% | +2.1% | +3.6% |
| 3M | +50.2% | +25.6% | +24.7% | +37.3% |
| 6M | +57.6% | +41.9% | +15.7% | +36.2% |
| YTD | +59.6% | +56.0% | +3.5% | +31.9% |
| 1Y | +41.2% | -1.8% | +42.9% | +33.6% |
| 3Y | +178.9% | -25.7% | +204.6% | +177.6% |
| 5Y | +160.1% | -54.7% | +214.8% | +192.7% |
| 10Y | +967.5% | +9.2% | +958.3% | +641.2% |
| All | +2,426.8% | +307.4% | +2,119.5% | +809.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling