+274.4%
KLAC vs USO
+96.2%
+178.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +1.9% |
| 7D | -2.7% | +9.1% | -11.8% | -2.5% |
| 30D | -13.2% | +21.7% | -34.8% | -12.8% |
| 3M | -25.0% | +20.2% | -45.2% | -24.6% |
| 6M | +23.6% | +43.4% | -19.8% | +20.9% |
| YTD | +49.2% | +124.0% | -74.8% | +33.5% |
| 1Y | +89.3% | +112.2% | -22.9% | +71.1% |
| 3Y | +274.4% | +97.7% | +176.7% | +222.8% |
| All | +274.4% | +96.2% | +178.1% | +222.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 USO 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