+200.5%
USO vs KDP
+6.3%
+194.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +3.6% | +2.1% | +1.5% | +3.7% |
| 30D | +23.8% | +8.5% | +15.3% | +24.5% |
| 3M | +8.1% | +6.6% | +1.4% | +8.6% |
| 6M | +34.3% | +17.1% | +17.2% | +35.3% |
| YTD | +111.1% | +19.0% | +92.1% | +112.7% |
| 1Y | +99.9% | +21.8% | +78.2% | +101.4% |
| 3Y | +86.5% | +6.4% | +80.1% | +88.5% |
| 5Y | +200.5% | +5.1% | +195.4% | +187.1% |
| All | +200.5% | +6.3% | +194.3% | +187.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling