+151.6%
USO vs KGC
+248.9%
-97.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -2.7% | +0.2% | -2.9% | -2.7% |
| 30D | -6.3% | -8.8% | +2.5% | -6.0% |
| 3M | +10.9% | -21.1% | +31.9% | +11.5% |
| 6M | +2.0% | -32.3% | +34.3% | +3.6% |
| YTD | +104.6% | -23.5% | +128.0% | +101.8% |
| 1Y | +94.5% | -15.0% | +109.5% | +88.9% |
| 3Y | +97.1% | +327.5% | -230.5% | +42.5% |
| 5Y | +151.6% | +244.3% | -92.6% | +90.3% |
| All | +151.6% | +248.9% | -97.3% | +90.3% |
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