-73.9%
USO vs KIM
+67.7%
-141.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +9.5% | +0.4% | +9.0% | +9.4% |
| 30D | +23.6% | -4.0% | +27.6% | +24.5% |
| 3M | +3.8% | +0.5% | +3.3% | +3.5% |
| 6M | +55.0% | +3.6% | +51.4% | +53.3% |
| YTD | +105.3% | +20.4% | +84.8% | +96.9% |
| 1Y | +91.4% | +9.7% | +81.7% | +86.8% |
| 3Y | +84.6% | +46.0% | +38.6% | +68.1% |
| 5Y | +191.7% | +34.4% | +157.3% | +166.8% |
| 10Y | +73.3% | +29.3% | +44.0% | +51.2% |
| All | -73.9% | +67.7% | -141.6% | -82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling