+69.8%
USO vs KEEL
+294.5%
-224.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.8% | -6.0% | -2.2% |
| 7D | +9.1% | +2.9% | +6.2% | +9.1% |
| 30D | +21.7% | +0.8% | +20.8% | +21.7% |
| 3M | +20.2% | -35.3% | +55.6% | +20.3% |
| 6M | +43.4% | +59.4% | -16.0% | +43.1% |
| YTD | +124.0% | +51.9% | +72.1% | +123.5% |
| 1Y | +112.2% | +75.0% | +37.2% | +111.4% |
| 3Y | +97.7% | +224.5% | -126.9% | +95.4% |
| 5Y | +217.4% | -35.9% | +253.3% | +212.2% |
| All | +69.8% | +294.5% | -224.6% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 10y: compounded portfolio wealth divided by compounded KEEL 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…
10y analysis · Full analysis span regression · 6 months rolling