-74.0%
USO vs KGC
+126.7%
-200.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -2.7% | +0.2% | -2.9% | -2.8% |
| 30D | -6.3% | -8.8% | +2.5% | -5.5% |
| 3M | +10.9% | -21.1% | +31.9% | +13.4% |
| 6M | +2.0% | -32.3% | +34.3% | +5.8% |
| YTD | +104.6% | -23.5% | +128.0% | +104.9% |
| 1Y | +94.5% | -15.0% | +109.5% | +91.4% |
| 3Y | +97.1% | +327.5% | -230.5% | +46.2% |
| 5Y | +151.6% | +244.3% | -92.6% | +88.4% |
| 10Y | +81.0% | +634.8% | -553.7% | +8.7% |
| All | -74.0% | +126.7% | -200.7% | -84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling