-82.3%
USO vs KDP
+1,356.4%
-1,438.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.7% | -0.4% |
| 7D | -2.7% | +4.0% | -6.7% | -3.6% |
| 30D | -6.3% | +16.8% | -23.1% | -9.8% |
| 3M | +10.9% | +32.0% | -21.2% | +3.6% |
| 6M | +2.0% | +35.2% | -33.1% | -5.8% |
| YTD | +104.6% | +40.9% | +63.6% | +86.0% |
| 1Y | +94.5% | +47.7% | +46.9% | +74.7% |
| 3Y | +97.1% | +34.8% | +62.3% | +77.6% |
| 5Y | +151.6% | +22.6% | +129.0% | +129.5% |
| 10Y | +81.0% | +266.4% | -185.4% | +18.0% |
| All | -82.3% | +1,356.4% | -1,438.7% | -93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling