+81.3%
USO vs KDP
+6.6%
+74.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.2% |
| 7D | +9.5% | +1.3% | +8.2% | +9.6% |
| 30D | +23.6% | +6.0% | +17.6% | +24.7% |
| 3M | +3.8% | +9.2% | -5.4% | +5.1% |
| 6M | +55.0% | +14.7% | +40.4% | +58.0% |
| YTD | +105.3% | +19.2% | +86.1% | +109.3% |
| 1Y | +91.4% | +15.2% | +76.2% | +95.0% |
| All | +81.3% | +6.6% | +74.7% | +84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling