+175.4%
KDP vs MGY
+206.7%
-31.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.4% |
| 7D | +2.1% | -0.9% | +3.0% | +2.2% |
| 30D | +8.5% | +10.1% | -1.7% | +7.3% |
| 3M | +6.6% | -1.5% | +8.1% | +6.5% |
| 6M | +17.1% | -4.9% | +22.0% | +17.2% |
| YTD | +19.0% | +27.7% | -8.6% | +15.3% |
| 1Y | +21.8% | +20.1% | +1.7% | +18.5% |
| 3Y | +6.4% | +24.9% | -18.4% | +1.8% |
| 5Y | +5.1% | +91.6% | -86.4% | -7.8% |
| All | +175.4% | +206.7% | -31.3% | +86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling