+40.9%
KNX vs HALO
+92.7%
-51.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.1% | -0.8% |
| 7D | +2.5% | +0.2% | +2.2% | +2.4% |
| 30D | -4.4% | +20.3% | -24.8% | -5.4% |
| 3M | -12.7% | +56.6% | -69.3% | -15.1% |
| 6M | +0.9% | +101.9% | -101.0% | -4.5% |
| YTD | +20.3% | +93.7% | -73.3% | +16.4% |
| 1Y | +40.9% | +91.5% | -50.6% | +35.2% |
| All | +40.9% | +92.7% | -51.8% | +35.2% |
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 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