+82.0%
USO vs KMX
+11.6%
+70.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.3% |
| 7D | +9.1% | -3.1% | +12.2% | +9.5% |
| 30D | +21.7% | +4.4% | +17.2% | +21.0% |
| 3M | +20.2% | +18.9% | +1.3% | +17.7% |
| 6M | +43.4% | +44.3% | -0.9% | +36.5% |
| YTD | +124.0% | +58.7% | +65.3% | +110.3% |
| 1Y | +112.2% | +0.1% | +112.1% | +109.6% |
| 3Y | +97.7% | -24.4% | +122.1% | +99.4% |
| 5Y | +217.4% | -54.4% | +271.8% | +239.9% |
| All | +82.0% | +11.6% | +70.4% | +65.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling