+660.5%
KGC vs HALO
+979.6%
-319.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -5.6% | -2.7% | -2.9% | -5.3% |
| 30D | +6.1% | +5.3% | +0.8% | +5.6% |
| 3M | +17.3% | +51.6% | -34.2% | +12.2% |
| 6M | -10.3% | +61.3% | -71.5% | -14.8% |
| YTD | +3.9% | +59.3% | -55.4% | -1.3% |
| 1Y | +25.7% | +38.3% | -12.5% | +21.0% |
| 3Y | +526.0% | +185.9% | +340.1% | +454.9% |
| 5Y | +455.5% | +159.9% | +295.5% | +391.0% |
| All | +660.5% | +979.6% | -319.0% | +537.7% |
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