+90.3%
LPLA vs KIM
+38.5%
+51.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.4% | +3.0% |
| 7D | +2.3% | +2.8% | -0.5% | +1.3% |
| 30D | -7.7% | +16.3% | -24.0% | -12.5% |
| 3M | -15.7% | +6.6% | -22.3% | -17.6% |
| 6M | +0.8% | +12.3% | -11.5% | -3.8% |
| YTD | -14.2% | +31.6% | -45.8% | -23.4% |
| 1Y | -17.9% | +31.5% | -49.4% | -26.7% |
| 3Y | +36.1% | +68.0% | -31.9% | +5.7% |
| 5Y | +90.3% | +38.7% | +51.6% | +59.8% |
| All | +90.3% | +38.5% | +51.8% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling