The sisters proved popular enough to earn regular spots for the ensuing six years, after which 21-year-old May set out on her own. She joined Augustin Daly's stock company from 1883 to 1887, where she made her first appearance on the theatrical stage. This comedian was known for her improvisation skills. An immediate success, she went on to make her London stage debut at Toole's Theatre in August 1884. By the age of 25, she was earning $2,500 a week. In 1886, her husband of eight years, Frederick W. Keller, died unexpectedly. Her sister Flora married New York State Senator Thomas F. Grady.