+146.1%
USO vs KEY
+16.6%
+129.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.7% | -6.6% | -4.1% |
| 7D | -9.1% | -0.4% | -8.7% | -9.1% |
| 30D | -3.7% | +7.2% | -10.9% | -4.5% |
| 3M | +20.9% | -4.9% | +25.8% | +21.4% |
| 6M | +6.8% | +1.1% | +5.7% | +6.2% |
| YTD | +106.3% | +6.8% | +99.5% | +103.1% |
| 1Y | +100.2% | +23.3% | +76.9% | +92.8% |
| 3Y | +103.1% | +126.1% | -23.0% | +76.3% |
| 5Y | +146.1% | +15.2% | +130.9% | +102.9% |
| All | +146.1% | +16.6% | +129.5% | +102.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling