+150.8%
KRE vs HALO
+4,552.2%
-4,401.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -1.4% | -3.4% | +2.0% | -0.7% |
| 30D | -3.9% | +4.3% | -8.2% | -4.8% |
| 3M | +3.6% | +51.8% | -48.1% | -5.1% |
| 6M | +15.4% | +57.8% | -42.4% | +4.5% |
| YTD | +15.2% | +59.0% | -43.8% | +4.0% |
| 1Y | +16.5% | +41.2% | -24.7% | +7.3% |
| 3Y | +85.2% | +177.8% | -92.7% | +44.0% |
| 5Y | +33.1% | +159.5% | -126.4% | +2.8% |
| 10Y | +123.1% | +963.6% | -840.6% | +21.7% |
| All | +150.8% | +4,552.2% | -4,401.4% | -14.9% |
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