+23.6%
KDP vs HALO
+171.2%
-147.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.0% | -6.4% | -7.3% |
| 7D | -4.0% | -18.1% | +14.1% | -2.9% |
| 30D | +8.5% | -8.2% | +16.6% | +8.9% |
| 3M | +20.7% | -1.1% | +21.8% | +20.6% |
| 6M | +23.2% | +41.9% | -18.8% | +19.7% |
| YTD | +30.5% | +49.6% | -19.1% | +25.9% |
| 1Y | +35.9% | +42.5% | -6.7% | +31.6% |
| All | +23.6% | +171.2% | -147.6% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling