+82.0%
USO vs KEYS
+1,049.9%
-967.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.0% | -6.2% | -2.8% |
| 7D | +9.1% | +3.5% | +5.6% | +8.5% |
| 30D | +21.7% | -4.5% | +26.2% | +22.4% |
| 3M | +20.2% | -0.4% | +20.6% | +19.8% |
| 6M | +43.4% | +19.1% | +24.2% | +37.6% |
| YTD | +124.0% | +66.7% | +57.3% | +98.7% |
| 1Y | +112.2% | +96.5% | +15.7% | +81.0% |
| 3Y | +97.7% | +155.2% | -57.5% | +55.0% |
| 5Y | +217.4% | +88.0% | +129.4% | +163.8% |
| All | +82.0% | +1,049.9% | -967.9% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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