+111.8%
KMI vs LPLA
+1,306.1%
-1,194.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -0.5% | -3.1% | +2.6% | +0.4% |
| 30D | +0.9% | -0.1% | +1.0% | +0.8% |
| 3M | 0.0% | +23.2% | -23.2% | -6.5% |
| 6M | -5.7% | +15.5% | -21.2% | -10.7% |
| YTD | +17.5% | +0.9% | +16.6% | +15.1% |
| 1Y | +22.3% | +0.2% | +22.1% | +19.3% |
| 3Y | +111.9% | +55.2% | +56.7% | +74.3% |
| 5Y | +151.8% | +145.4% | +6.4% | +68.1% |
| 10Y | +138.7% | +1,229.7% | -1,091.0% | -5.4% |
| All | +111.8% | +1,306.1% | -1,194.3% | -22.1% |
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