+214.1%
USO vs KIM
+37.3%
+176.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.8% |
| 7D | +6.2% | -1.0% | +7.2% | +6.4% |
| 30D | +19.1% | -1.1% | +20.2% | +19.2% |
| 3M | +14.2% | -5.3% | +19.5% | +14.8% |
| 6M | +43.7% | +3.9% | +39.8% | +42.5% |
| YTD | +116.8% | +20.3% | +96.6% | +109.9% |
| 1Y | +104.3% | +10.4% | +93.9% | +100.4% |
| 3Y | +91.5% | +46.3% | +45.2% | +77.6% |
| 5Y | +214.1% | +37.6% | +176.5% | +190.6% |
| All | +214.1% | +37.3% | +176.8% | +190.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling