+73.7%
USO vs KEEL
+280.1%
-206.4%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -7.3% | +12.9% | +5.6% |
| 7D | +11.5% | +2.7% | +8.8% | +11.5% |
| 30D | +24.1% | +4.6% | +19.6% | +24.1% |
| 3M | +17.9% | -34.5% | +52.4% | +18.0% |
| 6M | +49.6% | +59.3% | -9.6% | +49.3% |
| YTD | +129.0% | +46.4% | +82.6% | +128.5% |
| 1Y | +112.0% | +96.6% | +15.4% | +111.0% |
| 3Y | +102.3% | +182.0% | -79.7% | +100.0% |
| 5Y | +224.5% | -38.2% | +262.8% | +219.2% |
| All | +73.7% | +280.1% | -206.4% | +74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling