+65.4%
KNX vs HALO
+47.3%
+18.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.5% |
| 7D | +7.1% | +4.6% | +2.5% | +6.9% |
| 30D | +1.7% | +31.8% | -30.2% | +0.8% |
| 3M | -8.1% | +53.9% | -62.0% | -9.4% |
| 6M | +14.0% | +57.4% | -43.3% | +12.0% |
| YTD | +38.5% | +63.7% | -25.2% | +38.6% |
| 1Y | +65.4% | +50.1% | +15.3% | +58.1% |
| All | +65.4% | +47.3% | +18.1% | +58.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling