+165.6%
KDP vs MGY
+210.4%
-44.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -3.7% | +3.5% | -7.2% | -4.0% |
| 30D | +6.2% | +5.3% | +0.9% | +5.6% |
| 3M | +1.2% | +2.6% | -1.4% | +0.7% |
| 6M | +15.3% | -3.3% | +18.6% | +15.3% |
| YTD | +14.8% | +29.2% | -14.4% | +11.0% |
| 1Y | +17.6% | +18.0% | -0.4% | +14.7% |
| 3Y | +2.1% | +30.0% | -27.9% | -2.8% |
| 5Y | +2.7% | +92.7% | -89.9% | -10.0% |
| All | +165.6% | +210.4% | -44.8% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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