+162.9%
KEY vs HALO
+979.6%
-816.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -1.5% | -2.7% | +1.2% | -0.9% |
| 30D | -3.7% | +5.3% | -9.0% | -4.9% |
| 3M | -1.3% | +51.6% | -52.8% | -11.2% |
| 6M | +13.3% | +61.3% | -47.9% | +0.2% |
| YTD | +9.0% | +59.3% | -50.3% | -3.7% |
| 1Y | +18.7% | +38.3% | -19.6% | +8.2% |
| 3Y | +125.3% | +185.9% | -60.6% | +62.7% |
| 5Y | +40.2% | +159.9% | -119.7% | +0.9% |
| All | +162.9% | +979.6% | -816.6% | +32.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling