+1,098.7%
KEYS vs HALO
+1,099.1%
-0.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +4.0% |
| 7D | +3.5% | -2.7% | +6.2% | +4.0% |
| 30D | -4.5% | +5.3% | -9.8% | -5.5% |
| 3M | -0.4% | +51.6% | -52.0% | -8.7% |
| 6M | +19.1% | +61.3% | -42.1% | +7.7% |
| YTD | +66.7% | +59.3% | +7.4% | +50.7% |
| 1Y | +96.5% | +38.3% | +58.2% | +82.2% |
| 3Y | +155.2% | +185.9% | -30.7% | +97.9% |
| 5Y | +88.0% | +159.9% | -72.0% | +45.7% |
| 10Y | +1,046.8% | +965.6% | +81.2% | +562.4% |
| All | +1,098.7% | +1,099.1% | -0.4% | +568.3% |
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