-1.9%
KWEB vs HALO
+178.1%
-180.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -5.6% | -2.7% | -2.9% | -5.3% |
| 30D | -10.7% | +5.3% | -16.0% | -11.1% |
| 3M | -7.4% | +51.6% | -59.0% | -11.1% |
| 6M | -19.3% | +61.3% | -80.6% | -23.1% |
| YTD | -27.8% | +59.3% | -87.0% | -31.1% |
| 1Y | -35.9% | +38.3% | -74.2% | -38.3% |
| 3Y | -1.9% | +185.9% | -187.8% | -17.5% |
| All | -1.9% | +178.1% | -180.0% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling