-73.2%
USO vs KMB
+303.5%
-376.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.5% | +4.8% | +3.4% |
| 7D | -1.4% | -3.0% | +1.5% | -1.2% |
| 30D | -4.6% | +9.1% | -13.6% | -5.6% |
| 3M | +14.7% | -0.4% | +15.2% | +14.6% |
| 6M | +1.2% | +13.0% | -11.7% | -1.0% |
| YTD | +111.2% | +10.3% | +100.9% | +106.3% |
| 1Y | +109.3% | +8.2% | +101.1% | +105.1% |
| 3Y | +103.5% | +0.4% | +103.1% | +97.8% |
| 5Y | +160.9% | -2.7% | +163.6% | +151.9% |
| 10Y | +86.9% | +35.7% | +51.2% | +57.6% |
| All | -73.2% | +303.5% | -376.7% | -83.6% |
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