+170.1%
KDP vs HALO
+977.5%
-807.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.9% |
| 7D | -4.3% | -3.4% | -0.9% | -4.0% |
| 30D | +7.8% | +4.3% | +3.5% | +7.4% |
| 3M | -0.1% | +51.8% | -51.8% | -4.3% |
| 6M | +14.0% | +57.8% | -43.8% | +8.6% |
| YTD | +15.1% | +59.0% | -43.9% | +9.4% |
| 1Y | +18.5% | +41.2% | -22.7% | +13.9% |
| 3Y | +2.9% | +177.8% | -175.0% | -9.6% |
| 5Y | +3.0% | +159.5% | -156.5% | -10.2% |
| All | +170.1% | +977.5% | -807.4% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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