+177.6%
KEEL vs HALO
+47.3%
+130.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.6% |
| 7D | +7.8% | +4.6% | +3.2% | +7.2% |
| 30D | -11.7% | +31.8% | -43.5% | -14.3% |
| 3M | -41.5% | +53.9% | -95.4% | -45.2% |
| 6M | +54.9% | +57.4% | -2.5% | +42.4% |
| YTD | +47.7% | +63.7% | -16.1% | +36.0% |
| 1Y | +177.6% | +50.1% | +127.5% | +161.1% |
| All | +177.6% | +47.3% | +130.3% | +161.1% |
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