+587.2%
KGC vs LPLA
+758.1%
-170.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -6.7% | -0.9% | -5.7% | -6.6% |
| 30D | -6.7% | -9.5% | +2.8% | -6.4% |
| 3M | -22.6% | -21.9% | -0.7% | -22.1% |
| 6M | -33.4% | -2.6% | -30.8% | -33.4% |
| YTD | -26.0% | -17.8% | -8.2% | -25.7% |
| 1Y | -18.3% | -21.2% | +2.9% | -18.0% |
| 3Y | +315.8% | +30.6% | +285.2% | +313.9% |
| 5Y | +225.7% | +81.3% | +144.4% | +222.2% |
| All | +587.2% | +758.1% | -170.9% | +697.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 10y: compounded portfolio wealth divided by compounded LPLA 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…
10y analysis · Full analysis span regression · 6 months rolling