+298.7%
KGC vs LPLA
+89.2%
+209.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.4% | -0.6% | +2.5% |
| 7D | +11.1% | +2.3% | +8.8% | +11.0% |
| 30D | -3.7% | -7.7% | +3.9% | -3.4% |
| 3M | -17.2% | -15.7% | -1.5% | -16.5% |
| 6M | -27.3% | +0.8% | -28.1% | -27.4% |
| YTD | -18.5% | -14.2% | -4.3% | -18.1% |
| 1Y | -5.7% | -17.9% | +12.2% | -5.0% |
| 3Y | +336.5% | +36.1% | +300.4% | +328.5% |
| 5Y | +298.7% | +90.3% | +208.4% | +274.5% |
| All | +298.7% | +89.2% | +209.5% | +274.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling