+86.1%
USO vs KHC
-54.5%
+140.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.9% | +6.5% | +5.7% |
| 7D | +11.5% | -2.5% | +14.0% | +11.8% |
| 30D | +24.1% | +0.5% | +23.6% | +23.9% |
| 3M | +17.9% | +3.0% | +14.9% | +17.0% |
| 6M | +49.6% | +6.6% | +43.0% | +47.3% |
| YTD | +129.0% | +5.8% | +123.2% | +125.6% |
| 1Y | +112.0% | -2.2% | +114.2% | +111.1% |
| 3Y | +102.3% | -12.5% | +114.8% | +102.7% |
| 5Y | +224.5% | -13.6% | +238.1% | +222.6% |
| All | +86.1% | -54.5% | +140.5% | +79.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling