-45.3%
KEEL vs HALO
+92.7%
-138.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.3% |
| 7D | -13.6% | +0.2% | -13.8% | -13.6% |
| 30D | -39.1% | +20.3% | -59.5% | -41.0% |
| 3M | -48.9% | +56.6% | -105.5% | -52.3% |
| 6M | -35.4% | +101.9% | -137.2% | -45.5% |
| YTD | -10.6% | +93.7% | -104.3% | -24.4% |
| 1Y | -45.3% | +91.5% | -136.8% | -52.5% |
| All | -45.3% | +92.7% | -138.0% | -52.5% |
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