+86.3%
USO vs KGC
+546.5%
-460.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.3% | +5.2% | +2.8% |
| 7D | +3.6% | +2.4% | +1.1% | +3.7% |
| 30D | +23.8% | +9.2% | +14.5% | +24.2% |
| 3M | +8.1% | +16.7% | -8.7% | +9.0% |
| 6M | +34.3% | -7.0% | +41.3% | +35.3% |
| YTD | +111.1% | +7.5% | +103.7% | +109.0% |
| 1Y | +99.9% | +34.4% | +65.6% | +93.0% |
| All | +86.3% | +546.5% | -460.2% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling