+108.8%
KMI vs HALO
+1,419.9%
-1,311.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -2.1% | -3.4% | +1.3% | -1.7% |
| 30D | -1.7% | +4.3% | -6.0% | -2.2% |
| 3M | -1.9% | +51.8% | -53.7% | -7.1% |
| 6M | -4.3% | +57.8% | -62.1% | -10.0% |
| YTD | +15.8% | +59.0% | -43.2% | +8.6% |
| 1Y | +17.6% | +41.2% | -23.6% | +11.7% |
| 3Y | +113.1% | +177.8% | -64.7% | +81.6% |
| 5Y | +154.0% | +159.5% | -5.5% | +114.8% |
| 10Y | +133.1% | +963.6% | -830.5% | +61.5% |
| All | +108.8% | +1,419.9% | -1,311.1% | +20.2% |
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