-73.2%
USO vs KIM
+81.6%
-154.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -5.2% | +14.1% | -19.3% | -7.7% |
| 3M | +16.4% | +6.0% | +10.4% | +15.0% |
| 6M | +2.5% | +13.2% | -10.7% | -0.4% |
| YTD | +110.5% | +30.4% | +80.1% | +98.5% |
| 1Y | +108.4% | +31.0% | +77.4% | +96.3% |
| 3Y | +99.6% | +67.6% | +32.0% | +77.1% |
| 5Y | +160.1% | +35.8% | +124.3% | +137.4% |
| 10Y | +86.3% | +63.7% | +22.6% | +55.3% |
| All | -73.2% | +81.6% | -154.8% | -82.7% |
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