+1,117.5%
KDP vs HALO
+1,959.6%
-842.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +1.3% | +4.6% | -3.3% | +0.9% |
| 30D | +6.0% | +31.8% | -25.8% | +3.1% |
| 3M | +9.2% | +53.9% | -44.7% | +4.6% |
| 6M | +14.7% | +57.4% | -42.7% | +9.5% |
| YTD | +19.2% | +63.7% | -44.5% | +13.2% |
| 1Y | +15.2% | +50.1% | -35.0% | +10.1% |
| 3Y | +6.0% | +157.3% | -151.4% | -5.3% |
| 5Y | +5.4% | +161.0% | -155.6% | -7.1% |
| 10Y | +171.9% | +1,018.7% | -846.8% | +101.5% |
| All | +1,117.5% | +1,959.6% | -842.1% | +527.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling