+102.2%
USO vs KHC
+11.6%
+90.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.8% | -11.8% | -7.8% |
| 7D | -12.7% | +6.6% | -19.3% | -12.3% |
| 30D | +1.0% | +16.5% | -15.5% | +1.8% |
| 3M | +25.6% | -3.0% | +28.6% | +25.3% |
| 6M | -1.5% | +17.4% | -18.9% | -3.5% |
| YTD | +110.3% | +10.3% | +99.9% | +104.8% |
| 1Y | +102.2% | +12.5% | +89.7% | +94.5% |
| All | +102.2% | +11.6% | +90.5% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 1y: compounded portfolio wealth divided by compounded KHC 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…
1y analysis · Full analysis span regression · 6 months rolling