+82.0%
USO vs KNX
+166.7%
-84.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.2% |
| 7D | +9.1% | -5.6% | +14.7% | +9.2% |
| 30D | +21.7% | -4.4% | +26.1% | +21.8% |
| 3M | +20.2% | -17.3% | +37.6% | +20.7% |
| 6M | +43.4% | +22.6% | +20.7% | +42.1% |
| YTD | +124.0% | +31.1% | +92.8% | +120.5% |
| 1Y | +112.2% | +60.2% | +52.0% | +105.8% |
| 3Y | +97.7% | +35.8% | +61.9% | +92.0% |
| 5Y | +217.4% | +38.9% | +178.5% | +205.5% |
| All | +82.0% | +166.7% | -84.8% | +55.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling