+129.5%
KMI vs LPLA
+1,251.7%
-1,122.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.9% |
| 7D | -1.7% | -1.5% | -0.2% | -1.2% |
| 30D | -2.7% | -6.0% | +3.3% | -0.8% |
| 3M | -0.7% | +24.0% | -24.7% | -8.3% |
| 6M | -5.0% | +17.0% | -22.0% | -11.2% |
| YTD | +15.5% | -0.7% | +16.1% | +13.3% |
| 1Y | +16.4% | +2.1% | +14.3% | +12.4% |
| 3Y | +114.2% | +48.7% | +65.5% | +72.0% |
| 5Y | +153.3% | +151.2% | +2.0% | +49.8% |
| All | +129.5% | +1,251.7% | -1,122.2% | -28.3% |
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