+84.4%
USO vs KGC
+637.7%
-553.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.3% |
| 7D | -1.9% | -6.7% | +4.7% | -1.6% |
| 30D | -5.2% | -6.7% | +1.5% | -5.0% |
| 3M | +16.4% | -22.6% | +39.0% | +17.6% |
| 6M | +2.5% | -33.4% | +35.9% | +4.2% |
| YTD | +110.5% | -26.0% | +136.5% | +110.0% |
| 1Y | +108.4% | -18.3% | +126.7% | +105.8% |
| 3Y | +99.6% | +315.8% | -216.1% | +65.3% |
| 5Y | +160.1% | +225.7% | -65.6% | +114.5% |
| All | +84.4% | +637.7% | -553.3% | +48.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling