+924.9%
KR vs HALO
+2,422.4%
-1,497.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.7% |
| 7D | -0.2% | -2.7% | +2.5% | 0.0% |
| 30D | +5.1% | +5.3% | -0.3% | +4.7% |
| 3M | -8.2% | +51.6% | -59.7% | -10.6% |
| 6M | -18.0% | +61.3% | -79.2% | -20.6% |
| YTD | -4.8% | +59.3% | -64.1% | -7.8% |
| 1Y | -11.0% | +38.3% | -49.3% | -13.2% |
| 3Y | +37.7% | +185.9% | -148.2% | +26.8% |
| 5Y | +52.8% | +159.9% | -107.2% | +40.4% |
| 10Y | +128.8% | +965.6% | -836.8% | +86.5% |
| All | +924.9% | +2,422.4% | -1,497.4% | +633.0% |
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