+108.4%
USO vs KDP
+39.5%
+68.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | +0.6% |
| 7D | -1.9% | -0.8% | -1.1% | -2.0% |
| 30D | -5.2% | +9.7% | -14.9% | -1.9% |
| 3M | +16.4% | +17.6% | -1.2% | +23.3% |
| 6M | +2.5% | +25.8% | -23.3% | +10.7% |
| YTD | +110.5% | +33.9% | +76.6% | +127.5% |
| 1Y | +108.4% | +38.9% | +69.5% | +121.7% |
| All | +108.4% | +39.5% | +68.9% | +121.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling