+150.6%
KMI vs HALO
+158.6%
-8.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -1.7% | -2.7% | +1.0% | -1.5% |
| 30D | -2.7% | +5.3% | -8.1% | -3.2% |
| 3M | -0.7% | +51.6% | -52.2% | -4.5% |
| 6M | -5.0% | +61.3% | -66.2% | -9.2% |
| YTD | +15.5% | +59.3% | -43.8% | +10.2% |
| 1Y | +16.4% | +38.3% | -21.8% | +12.6% |
| 3Y | +114.2% | +185.9% | -71.7% | +85.3% |
| All | +150.6% | +158.6% | -8.0% | +112.7% |
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 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