+84.4%
USO vs KDP
+247.6%
-163.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.7% |
| 7D | -1.9% | -0.8% | -1.1% | -1.9% |
| 30D | -5.2% | +9.7% | -14.9% | -6.8% |
| 3M | +16.4% | +17.6% | -1.2% | +13.1% |
| 6M | +2.5% | +25.8% | -23.3% | -2.0% |
| YTD | +110.5% | +33.9% | +76.6% | +98.1% |
| 1Y | +108.4% | +38.9% | +69.5% | +94.6% |
| 3Y | +99.6% | +26.8% | +72.9% | +86.5% |
| 5Y | +160.1% | +16.3% | +143.7% | +144.7% |
| All | +84.4% | +247.6% | -163.2% | +83.4% |
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