+91.4%
USO vs KWEB
-27.0%
+118.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | +0.5% |
| 7D | +9.5% | -1.0% | +10.5% | +9.2% |
| 30D | +23.6% | -8.7% | +32.3% | +20.7% |
| 3M | +3.8% | -4.0% | +7.8% | +3.1% |
| 6M | +55.0% | -13.1% | +68.2% | +52.0% |
| YTD | +105.3% | -23.5% | +128.8% | +106.3% |
| 1Y | +91.4% | -27.2% | +118.5% | +103.6% |
| All | +91.4% | -27.0% | +118.4% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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