+82.0%
USO vs KR
+129.5%
-47.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.7% | -4.9% | -2.4% |
| 7D | +9.1% | -0.2% | +9.3% | +9.1% |
| 30D | +21.7% | +5.1% | +16.6% | +21.1% |
| 3M | +20.2% | -8.2% | +28.4% | +21.1% |
| 6M | +43.4% | -18.0% | +61.4% | +46.2% |
| YTD | +124.0% | -4.8% | +128.7% | +125.7% |
| 1Y | +112.2% | -11.0% | +123.2% | +114.8% |
| 3Y | +97.7% | +37.7% | +60.0% | +90.4% |
| 5Y | +217.4% | +52.8% | +164.6% | +199.8% |
| All | +82.0% | +129.5% | -47.5% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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