+86.5%
USO vs KIM
+47.7%
+38.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.9% |
| 7D | +3.6% | -0.3% | +3.9% | +3.6% |
| 30D | +23.8% | -1.7% | +25.5% | +23.7% |
| 3M | +8.1% | -0.8% | +8.9% | +8.0% |
| 6M | +34.3% | +4.4% | +29.9% | +34.2% |
| YTD | +111.1% | +21.2% | +89.9% | +108.9% |
| 1Y | +99.9% | +10.5% | +89.4% | +98.6% |
| 3Y | +86.5% | +47.5% | +39.0% | +91.3% |
| All | +86.5% | +47.7% | +38.8% | +91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling