+26.8%
KDP vs MGY
+23.9%
+2.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.6% |
| 7D | -0.8% | +4.5% | -5.3% | -0.8% |
| 30D | +9.7% | -0.4% | +10.1% | +9.7% |
| 3M | +17.6% | -4.3% | +22.0% | +17.6% |
| 6M | +25.8% | -12.9% | +38.6% | +26.2% |
| YTD | +33.9% | +15.2% | +18.7% | +32.4% |
| 1Y | +38.9% | +10.3% | +28.5% | +37.5% |
| 3Y | +26.8% | +23.6% | +3.2% | +23.5% |
| All | +26.8% | +23.9% | +2.9% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling