+160.2%
KNX vs HALO
+979.6%
-819.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -5.6% | -2.7% | -2.9% | -5.2% |
| 30D | -4.4% | +5.3% | -9.7% | -5.2% |
| 3M | -17.3% | +51.6% | -68.9% | -22.9% |
| 6M | +22.6% | +61.3% | -38.6% | +12.9% |
| YTD | +31.1% | +59.3% | -28.1% | +20.9% |
| 1Y | +60.2% | +38.3% | +21.9% | +50.6% |
| 3Y | +35.8% | +185.9% | -150.1% | +10.4% |
| 5Y | +38.9% | +159.9% | -121.0% | +12.6% |
| All | +160.2% | +979.6% | -819.3% | +63.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling