+3.2%
LPLA vs KIM
+9.4%
-6.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.3% |
| 7D | -1.5% | -1.0% | -0.6% | -1.7% |
| 30D | -6.0% | -1.1% | -4.9% | -6.1% |
| 3M | +21.4% | -5.3% | +26.7% | +20.7% |
| 6M | +12.1% | +3.9% | +8.2% | +12.0% |
| YTD | -1.8% | +20.3% | -22.1% | -2.8% |
| 1Y | +3.2% | +10.4% | -7.2% | +7.6% |
| All | +3.2% | +9.4% | -6.2% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling