+144.9%
LPLA vs KIM
+37.7%
+107.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.8% |
| 7D | -2.1% | -0.3% | -1.7% | -2.0% |
| 30D | -3.3% | -1.7% | -1.6% | -2.8% |
| 3M | +23.5% | -0.8% | +24.4% | +23.4% |
| 6M | +12.0% | +4.4% | +7.6% | +9.6% |
| YTD | -1.7% | +21.2% | -22.9% | -9.5% |
| 1Y | +3.2% | +10.5% | -7.3% | -1.6% |
| 3Y | +46.2% | +47.5% | -1.3% | +19.8% |
| 5Y | +144.9% | +37.1% | +107.8% | +109.4% |
| All | +144.9% | +37.7% | +107.2% | +109.4% |
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