+86.1%
USO vs KMB
+15.0%
+71.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.2% | +5.8% | +5.6% |
| 7D | +11.5% | -7.7% | +19.1% | +10.9% |
| 30D | +24.1% | -8.2% | +32.3% | +23.5% |
| 3M | +17.9% | -1.9% | +19.8% | +17.7% |
| 6M | +49.6% | -0.7% | +50.3% | +49.7% |
| YTD | +129.0% | +1.4% | +127.6% | +129.0% |
| 1Y | +112.0% | -19.1% | +131.1% | +113.0% |
| 3Y | +102.3% | -12.6% | +114.9% | +101.4% |
| 5Y | +224.5% | -12.7% | +237.2% | +222.2% |
| All | +86.1% | +15.0% | +71.0% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded KMB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling