+81.0%
USO vs KEY
+107.2%
-26.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | -6.3% | +6.7% | -13.0% | -7.9% |
| 3M | +10.9% | -4.6% | +15.5% | +11.8% |
| 6M | +2.0% | +2.6% | -0.6% | +0.6% |
| YTD | +104.6% | +7.0% | +97.6% | +98.1% |
| 1Y | +94.5% | +23.5% | +71.1% | +81.3% |
| 3Y | +97.1% | +126.4% | -29.3% | +51.1% |
| 5Y | +151.6% | +13.0% | +138.6% | +123.6% |
| 10Y | +81.0% | +99.5% | -18.5% | +18.8% |
| All | +81.0% | +107.2% | -26.2% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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