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  • FAST vs KMI✓SelectedUSD · KMIFAST vs KMI performance historyLatest closeAs of-0.44%09/08
Stock and ETF performance explorer

FAST vs KMI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+507.7%
KMI return
+133.3%
Excess return
+374.4%
Maximum drawdown
-30.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioKMIExcessAlpha
1D-0.4%+1.8%-2.3%-1.0%
7D+1.3%-0.4%+1.7%+1.4%
30D-4.7%+3.7%-8.4%-5.9%
3M+7.9%+3.2%+4.8%+6.6%
6M+7.4%-3.0%+10.4%+8.0%
YTD+25.1%+19.7%+5.4%+17.5%
1Y+4.7%+25.6%-20.9%-3.3%
3Y+94.7%+120.2%-25.5%+47.9%
5Y+106.8%+160.5%-53.7%+47.2%
10Y+507.7%+134.8%+372.9%+337.3%
All+507.7%+133.3%+374.4%+337.3%

Cumulative growth

Daily Returns

Daily percentage return beside KMI.

Daily Out/Under-Performance

Portfolio return minus KMI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × KMI 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 KMI 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