+224.5%
KEEL vs HALO
+178.1%
+46.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.7% |
| 7D | +2.9% | -2.7% | +5.6% | +3.4% |
| 30D | +0.8% | +5.3% | -4.5% | -0.2% |
| 3M | -35.3% | +51.6% | -86.9% | -41.1% |
| 6M | +59.4% | +61.3% | -1.9% | +42.5% |
| YTD | +51.9% | +59.3% | -7.4% | +36.3% |
| 1Y | +75.0% | +38.3% | +36.7% | +61.4% |
| 3Y | +224.5% | +185.9% | +38.7% | +160.5% |
| All | +224.5% | +178.1% | +46.5% | +160.5% |
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