+76.2%
USO vs KMB
+15.3%
+60.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.1% | +6.8% | +2.4% |
| 7D | +6.2% | -8.6% | +14.9% | +5.7% |
| 30D | +19.1% | -7.5% | +26.6% | +18.6% |
| 3M | +14.2% | -0.6% | +14.9% | +14.0% |
| 6M | +43.7% | -1.5% | +45.3% | +43.9% |
| YTD | +116.8% | +1.6% | +115.2% | +116.9% |
| 1Y | +104.3% | -20.8% | +125.1% | +105.5% |
| 3Y | +91.5% | -12.4% | +103.9% | +90.7% |
| 5Y | +214.1% | -12.9% | +227.0% | +212.1% |
| All | +76.2% | +15.3% | +60.9% | +71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling