+294.5%
KEEL vs HALO
+571.7%
-277.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.7% |
| 7D | +2.9% | -2.7% | +5.6% | +3.8% |
| 30D | +0.8% | +5.3% | -4.5% | -1.0% |
| 3M | -35.3% | +51.6% | -86.9% | -45.0% |
| 6M | +59.4% | +61.3% | -1.9% | +31.8% |
| YTD | +51.9% | +59.3% | -7.4% | +25.9% |
| 1Y | +75.0% | +38.3% | +36.7% | +51.8% |
| 3Y | +224.5% | +185.9% | +38.7% | +95.9% |
| 5Y | -35.9% | +159.9% | -195.8% | -60.0% |
| All | +294.5% | +571.7% | -277.2% | +122.5% |
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 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