+77.0%
USO vs KDP
+173.4%
-96.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +2.9% |
| 7D | +6.2% | -1.6% | +7.8% | +6.5% |
| 30D | +19.1% | +9.5% | +9.6% | +17.3% |
| 3M | +14.2% | +2.6% | +11.6% | +13.3% |
| 6M | +43.7% | +15.6% | +28.1% | +39.2% |
| YTD | +116.8% | +17.3% | +99.5% | +108.9% |
| 1Y | +104.3% | +20.1% | +84.2% | +95.4% |
| 3Y | +91.5% | +4.9% | +86.6% | +85.8% |
| 5Y | +214.1% | +5.0% | +209.1% | +199.4% |
| 10Y | +77.0% | +179.8% | -102.8% | +54.8% |
| All | +77.0% | +173.4% | -96.4% | +54.8% |
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