Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • AXTI vs KMB✓SelectedUSD · KMBAXTI vs KMB performance historyLatest closeAs of+12.85%09/08
Stock and ETF performance explorer

AXTI vs KMB

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+554.7%
KMB return
+427.1%
Excess return
+127.6%
Maximum drawdown
-98.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioKMBExcessAlpha
1D+12.8%-1.9%+14.8%+12.9%
7D+24.0%-2.7%+26.7%+24.0%
30D-21.5%-5.0%-16.4%-21.4%
3M-23.4%+6.6%-29.9%-23.9%
6M+114.9%+1.0%+113.9%+113.8%
YTD+325.4%+6.0%+319.5%+321.8%
1Y+2,136.7%-16.6%+2,153.3%+2,148.0%
3Y+2,835.0%-8.6%+2,843.7%+2,806.8%
5Y+652.8%-10.9%+663.7%+644.8%
10Y+1,513.9%+16.8%+1,497.1%+1,428.8%
All+554.7%+427.1%+127.6%+399.4%

Cumulative growth

Daily Returns

Daily percentage return beside KMB.

Daily Out/Under-Performance

Portfolio return minus KMB return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × KMB 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded KMB 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling