+91.4%
USO vs KNX
+67.7%
+23.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | +0.9% |
| 7D | +9.5% | +7.1% | +2.4% | +11.5% |
| 30D | +23.6% | +1.7% | +21.9% | +24.3% |
| 3M | +3.8% | -8.1% | +12.0% | +1.8% |
| 6M | +55.0% | +14.0% | +41.0% | +68.3% |
| YTD | +105.3% | +38.5% | +66.8% | +125.3% |
| 1Y | +91.4% | +65.4% | +26.0% | +108.3% |
| All | +91.4% | +67.7% | +23.7% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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