+0.1%
USO vs KHC
-41.6%
+41.6%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +9.5% | -1.8% | +11.2% | +9.7% |
| 30D | +23.6% | -1.9% | +25.4% | +23.8% |
| 3M | +3.8% | +14.4% | -10.6% | +1.0% |
| 6M | +55.0% | +8.7% | +46.3% | +51.9% |
| YTD | +105.3% | +7.8% | +97.5% | +101.2% |
| 1Y | +91.4% | -1.5% | +92.9% | +90.3% |
| 3Y | +84.6% | -9.9% | +94.4% | +84.0% |
| 5Y | +191.7% | -10.7% | +202.5% | +187.9% |
| 10Y | +73.3% | -55.7% | +129.0% | +87.6% |
| All | +0.1% | -41.6% | +41.6% | -4.3% |
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