+206.7%
KR vs MGY
+210.4%
-3.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.7% |
| 7D | -0.2% | +3.5% | -3.7% | -0.3% |
| 30D | +5.1% | +5.3% | -0.2% | +4.8% |
| 3M | -8.2% | +2.6% | -10.8% | -8.3% |
| 6M | -18.0% | -3.3% | -14.7% | -17.9% |
| YTD | -4.8% | +29.2% | -34.0% | -5.8% |
| 1Y | -11.0% | +18.0% | -29.1% | -11.8% |
| 3Y | +37.7% | +30.0% | +7.7% | +35.2% |
| 5Y | +52.8% | +92.7% | -39.9% | +47.5% |
| All | +206.7% | +210.4% | -3.7% | +192.5% |
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 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