+214.1%
USO vs KGC
+454.1%
-240.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.7% |
| 7D | +6.2% | -0.1% | +6.3% | +6.2% |
| 30D | +19.1% | +10.5% | +8.6% | +18.4% |
| 3M | +14.2% | +19.8% | -5.6% | +12.9% |
| 6M | +43.7% | -6.7% | +50.4% | +43.9% |
| YTD | +116.8% | +7.8% | +109.1% | +111.5% |
| 1Y | +104.3% | +35.7% | +68.7% | +91.8% |
| 3Y | +91.5% | +553.7% | -462.2% | +36.2% |
| 5Y | +214.1% | +461.7% | -247.6% | +123.1% |
| All | +214.1% | +454.1% | -240.0% | +123.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling