+81.0%
USO vs KDP
+264.7%
-183.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.7% | -0.2% |
| 7D | -2.7% | +4.0% | -6.7% | -3.2% |
| 30D | -6.3% | +16.8% | -23.1% | -8.6% |
| 3M | +10.9% | +32.0% | -21.2% | +5.9% |
| 6M | +2.0% | +35.2% | -33.1% | -3.4% |
| YTD | +104.6% | +40.9% | +63.6% | +91.4% |
| 1Y | +94.5% | +47.7% | +46.9% | +80.2% |
| 3Y | +97.1% | +34.8% | +62.3% | +82.5% |
| 5Y | +151.6% | +22.6% | +129.0% | +135.2% |
| 10Y | +81.0% | +266.4% | -185.4% | +79.4% |
| All | +81.0% | +264.7% | -183.7% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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