-74.0%
USO vs KMB
+317.0%
-391.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -10.6% | +6.0% | -16.6% | -11.2% |
| 30D | -4.6% | +13.5% | -18.0% | -6.0% |
| 3M | +12.3% | +3.8% | +8.6% | +11.7% |
| 6M | +5.9% | +15.6% | -9.7% | +3.3% |
| YTD | +104.5% | +14.0% | +90.5% | +99.1% |
| 1Y | +97.3% | +12.9% | +84.4% | +92.4% |
| 3Y | +97.0% | +3.7% | +93.3% | +90.9% |
| 5Y | +151.2% | -0.1% | +151.2% | +142.1% |
| 10Y | +76.1% | +41.1% | +35.0% | +47.6% |
| All | -74.0% | +317.0% | -391.0% | -84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling