-12.8%
KMB vs HALO
+178.6%
-191.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -4.1% |
| 7D | -8.6% | -2.1% | -6.5% | -8.5% |
| 30D | -7.5% | +4.6% | -12.2% | -7.7% |
| 3M | -0.6% | +50.2% | -50.9% | -2.7% |
| 6M | -1.5% | +57.6% | -59.2% | -3.9% |
| YTD | +1.6% | +59.6% | -58.0% | -1.1% |
| 1Y | -20.8% | +41.2% | -62.0% | -22.3% |
| All | -12.8% | +178.6% | -191.4% | -20.3% |
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 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