+99.3%
KGC vs LPLA
+1,311.2%
-1,212.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.3% |
| 7D | -1.3% | -3.1% | +1.8% | -1.3% |
| 30D | +20.3% | -0.1% | +20.4% | +20.3% |
| 3M | +8.1% | +23.2% | -15.1% | +7.9% |
| 6M | -8.8% | +15.5% | -24.3% | -8.9% |
| YTD | +10.1% | +0.9% | +9.2% | +10.0% |
| 1Y | +44.2% | +0.2% | +44.1% | +44.1% |
| 3Y | +533.0% | +55.2% | +477.8% | +532.5% |
| 5Y | +443.0% | +145.4% | +297.6% | +443.6% |
| 10Y | +678.6% | +1,229.7% | -551.1% | +715.6% |
| All | +99.3% | +1,311.2% | -1,212.0% | +105.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling