+86.5%
USO vs KHC
-9.9%
+96.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.9% |
| 7D | +3.6% | -2.2% | +5.8% | +3.5% |
| 30D | +23.8% | -0.1% | +23.9% | +23.8% |
| 3M | +8.1% | +8.3% | -0.3% | +8.0% |
| 6M | +34.3% | +5.0% | +29.3% | +33.8% |
| YTD | +111.1% | +8.0% | +103.2% | +110.3% |
| 1Y | +99.9% | -1.1% | +101.0% | +98.9% |
| 3Y | +86.5% | -10.7% | +97.2% | +78.1% |
| All | +86.5% | -9.9% | +96.4% | +78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling