+38.8%
KEY vs HALO
+156.4%
-117.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.1% |
| 7D | -0.3% | -2.1% | +1.7% | +0.1% |
| 30D | -3.3% | +4.6% | -7.9% | -4.2% |
| 3M | -0.7% | +50.2% | -51.0% | -8.8% |
| 6M | +12.5% | +57.6% | -45.1% | +2.1% |
| YTD | +8.4% | +59.6% | -51.2% | -2.1% |
| 1Y | +18.4% | +41.2% | -22.7% | +9.4% |
| 3Y | +123.3% | +178.9% | -55.5% | +67.1% |
| 5Y | +38.8% | +160.1% | -121.3% | +4.2% |
| All | +38.8% | +156.4% | -117.5% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling