+2.6%
USO vs KHC
-41.0%
+43.6%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.7% |
| 7D | -1.9% | +2.0% | -3.9% | -2.2% |
| 30D | -5.2% | +10.6% | -15.8% | -6.8% |
| 3M | +16.4% | +0.5% | +15.9% | +16.1% |
| 6M | +2.5% | +12.1% | -9.6% | -0.2% |
| YTD | +110.5% | +8.9% | +101.6% | +105.6% |
| 1Y | +108.4% | +7.5% | +100.9% | +104.0% |
| 3Y | +99.6% | -10.7% | +110.4% | +99.4% |
| 5Y | +160.1% | -13.2% | +173.2% | +158.1% |
| 10Y | +86.3% | -50.6% | +136.9% | +93.4% |
| All | +2.6% | -41.0% | +43.6% | -2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling