+18.5%
KDP vs HALO
+40.2%
-21.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.9% |
| 7D | -4.3% | -3.4% | -0.9% | -4.4% |
| 30D | +7.8% | +4.3% | +3.5% | +8.0% |
| 3M | -0.1% | +51.8% | -51.8% | +0.2% |
| 6M | +14.0% | +57.8% | -43.8% | +14.1% |
| YTD | +15.1% | +59.0% | -43.9% | +15.4% |
| 1Y | +18.5% | +41.2% | -22.7% | +18.5% |
| All | +18.5% | +40.2% | -21.7% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling