+1,222.4%
LPLA vs KIM
+29.7%
+1,192.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | -1.5% | -1.0% | -0.6% | -1.1% |
| 30D | -6.0% | -1.1% | -4.9% | -5.6% |
| 3M | +21.4% | -5.3% | +26.7% | +23.9% |
| 6M | +12.1% | +3.9% | +8.2% | +9.4% |
| YTD | -1.8% | +20.3% | -22.1% | -10.7% |
| 1Y | +3.2% | +10.4% | -7.2% | -2.5% |
| 3Y | +45.9% | +46.3% | -0.4% | +17.4% |
| 5Y | +144.7% | +37.6% | +107.1% | +99.4% |
| 10Y | +1,222.4% | +34.5% | +1,188.0% | +706.0% |
| All | +1,222.4% | +29.7% | +1,192.8% | +706.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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