+91.4%
USO vs KGC
+43.6%
+47.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | -0.5% |
| 7D | +9.5% | -1.3% | +10.7% | +9.3% |
| 30D | +23.6% | +20.3% | +3.3% | +28.5% |
| 3M | +3.8% | +8.1% | -4.3% | +6.5% |
| 6M | +55.0% | -8.8% | +63.8% | +58.2% |
| YTD | +105.3% | +10.1% | +95.2% | +107.8% |
| 1Y | +91.4% | +44.2% | +47.2% | +99.8% |
| All | +91.4% | +43.6% | +47.8% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 1y: compounded portfolio wealth divided by compounded KGC 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…
1y analysis · Full analysis span regression · 6 months rolling