+568.9%
KGC vs LPLA
+824.7%
-255.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.0% | -6.8% | -5.8% |
| 7D | +8.0% | +3.6% | +4.4% | +7.9% |
| 30D | -9.3% | -6.8% | -2.5% | -9.2% |
| 3M | -21.3% | -17.0% | -4.3% | -21.0% |
| 6M | -31.5% | +1.8% | -33.3% | -31.6% |
| YTD | -23.2% | -13.4% | -9.9% | -23.1% |
| 1Y | -15.0% | -17.5% | +2.5% | -14.8% |
| 3Y | +328.7% | +36.5% | +292.3% | +325.8% |
| 5Y | +262.9% | +92.6% | +170.2% | +257.6% |
| 10Y | +568.9% | +809.2% | -240.3% | +644.7% |
| All | +568.9% | +824.7% | -255.9% | +644.7% |
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