-82.2%
USO vs KDP
+1,132.0%
-1,214.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +9.5% | +1.3% | +8.2% | +9.1% |
| 30D | +23.6% | +6.0% | +17.6% | +21.7% |
| 3M | +3.8% | +9.2% | -5.4% | +1.1% |
| 6M | +55.0% | +14.7% | +40.4% | +48.7% |
| YTD | +105.3% | +19.2% | +86.1% | +94.6% |
| 1Y | +91.4% | +15.2% | +76.2% | +82.4% |
| 3Y | +84.6% | +6.0% | +78.6% | +76.7% |
| 5Y | +191.7% | +5.4% | +186.3% | +175.7% |
| 10Y | +73.3% | +171.9% | -98.6% | +22.4% |
| All | -82.2% | +1,132.0% | -1,214.2% | -93.0% |
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