+160.9%
USO vs KHC
-15.5%
+176.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.4% | +3.2% |
| 7D | -1.4% | -3.3% | +1.9% | -1.4% |
| 30D | -4.6% | +9.1% | -13.7% | -4.7% |
| 3M | +14.7% | +1.4% | +13.4% | +14.6% |
| 6M | +1.2% | +8.4% | -7.1% | +0.6% |
| YTD | +111.2% | +6.2% | +105.0% | +109.7% |
| 1Y | +109.3% | +5.7% | +103.6% | +107.9% |
| 3Y | +103.5% | -12.0% | +115.5% | +101.8% |
| 5Y | +160.9% | -15.3% | +176.3% | +161.1% |
| All | +160.9% | -15.5% | +176.5% | +161.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling