+102.2%
USO vs KIM
+33.1%
+69.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.6% | -11.6% | -6.4% |
| 7D | -12.7% | +10.6% | -23.3% | -8.8% |
| 30D | +1.0% | +17.5% | -16.5% | +8.2% |
| 3M | +25.6% | +4.7% | +20.9% | +27.2% |
| 6M | -1.5% | +13.1% | -14.6% | +4.8% |
| YTD | +110.3% | +32.1% | +78.2% | +111.6% |
| 1Y | +102.2% | +32.7% | +69.5% | +103.3% |
| All | +102.2% | +33.1% | +69.0% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling