+91.4%
USO vs KMX
+5.0%
+86.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.1% |
| 7D | +9.5% | +1.9% | +7.6% | +9.5% |
| 30D | +23.6% | +11.7% | +11.9% | +23.9% |
| 3M | +3.8% | +34.9% | -31.1% | +5.2% |
| 6M | +55.0% | +50.3% | +4.8% | +59.7% |
| YTD | +105.3% | +63.8% | +41.5% | +112.0% |
| 1Y | +91.4% | +3.8% | +87.5% | +91.9% |
| All | +91.4% | +5.0% | +86.4% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 1y: compounded portfolio wealth divided by compounded KMX 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…
1y analysis · Full analysis span regression · 6 months rolling