+30.0%
MGY vs KEEL
+197.5%
-167.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | 0.0% |
| 7D | +3.5% | +2.9% | +0.7% | +3.4% |
| 30D | +5.3% | +0.8% | +4.4% | +5.1% |
| 3M | +2.6% | -35.3% | +38.0% | +3.9% |
| 6M | -3.3% | +59.4% | -62.7% | -7.2% |
| YTD | +29.2% | +51.9% | -22.7% | +23.5% |
| 1Y | +18.0% | +75.0% | -57.0% | +9.8% |
| 3Y | +30.0% | +224.5% | -194.5% | +13.5% |
| All | +30.0% | +197.5% | -167.5% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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