-73.2%
USO vs KMX
+263.8%
-336.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.3% | +7.2% | +3.5% |
| 7D | +3.6% | -0.7% | +4.3% | +3.6% |
| 30D | +23.8% | +4.1% | +19.7% | +22.8% |
| 3M | +8.1% | +27.5% | -19.5% | +3.5% |
| 6M | +34.3% | +43.6% | -9.3% | +25.0% |
| YTD | +111.1% | +56.8% | +54.4% | +93.1% |
| 1Y | +99.9% | -1.3% | +101.3% | +95.1% |
| 3Y | +86.5% | -25.4% | +111.9% | +86.6% |
| 5Y | +200.5% | -53.9% | +254.4% | +216.3% |
| 10Y | +66.5% | +0.7% | +65.9% | +42.0% |
| All | -73.2% | +263.8% | -336.9% | -84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling