+435.8%
KGC vs HALO
+2,448.5%
-2,012.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.2% |
| 7D | +2.4% | +0.5% | +1.9% | +2.4% |
| 30D | +9.2% | +5.0% | +4.2% | +8.8% |
| 3M | +16.7% | +53.1% | -36.4% | +12.9% |
| 6M | -7.0% | +60.8% | -67.8% | -10.5% |
| YTD | +7.5% | +60.9% | -53.4% | +3.4% |
| 1Y | +34.4% | +42.8% | -8.4% | +30.4% |
| 3Y | +552.0% | +181.3% | +370.7% | +494.9% |
| 5Y | +454.5% | +157.6% | +296.9% | +404.8% |
| 10Y | +658.7% | +910.4% | -251.7% | +513.5% |
| All | +435.8% | +2,448.5% | -2,012.6% | +281.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling