+112.2%
USO vs KIM
+9.2%
+102.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.4% |
| 7D | +9.1% | -1.7% | +10.9% | +8.4% |
| 30D | +21.7% | -3.0% | +24.6% | +20.3% |
| 3M | +20.2% | -8.9% | +29.1% | +16.2% |
| 6M | +43.4% | +2.4% | +41.0% | +44.9% |
| YTD | +124.0% | +18.3% | +105.6% | +114.8% |
| 1Y | +112.2% | +8.2% | +104.0% | +105.9% |
| All | +112.2% | +9.2% | +102.9% | +105.9% |
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