+66.5%
USO vs KEY
+167.0%
-100.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.6% | +3.3% |
| 7D | +3.6% | +2.7% | +0.8% | +2.9% |
| 30D | +23.8% | -3.2% | +27.0% | +24.6% |
| 3M | +8.1% | +1.0% | +7.1% | +7.3% |
| 6M | +34.3% | +11.9% | +22.4% | +29.4% |
| YTD | +111.1% | +8.7% | +102.4% | +104.2% |
| 1Y | +99.9% | +18.5% | +81.5% | +88.7% |
| 3Y | +86.5% | +124.0% | -37.5% | +43.4% |
| 5Y | +200.5% | +40.8% | +159.7% | +148.6% |
| 10Y | +66.5% | +167.0% | -100.4% | +9.8% |
| All | +66.5% | +167.0% | -100.4% | +9.8% |
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