+124.0%
KEY vs HALO
+176.9%
-53.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.5% |
| 7D | +2.7% | +0.5% | +2.2% | +2.7% |
| 30D | -3.2% | +5.0% | -8.3% | -3.9% |
| 3M | +1.0% | +53.1% | -52.2% | -5.6% |
| 6M | +11.9% | +60.8% | -48.9% | +3.6% |
| YTD | +8.7% | +60.9% | -52.2% | +0.4% |
| 1Y | +18.5% | +42.8% | -24.3% | +11.4% |
| 3Y | +124.0% | +181.3% | -57.3% | +67.6% |
| All | +124.0% | +176.9% | -53.0% | +67.6% |
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