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  • FLEX vs KMI✓SelectedUSD · KMIFLEX vs KMI performance historyLatest closeAs of-1.43%09/09
Stock and ETF performance explorer

FLEX vs KMI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,086.7%
KMI return
+132.8%
Excess return
+953.9%
Maximum drawdown
-70.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioKMIExcessAlpha
1D-1.4%-1.8%+0.4%-0.5%
7D+6.4%-1.8%+8.1%+7.4%
30D-5.9%+0.1%-5.9%-6.0%
3M-23.5%+1.2%-24.6%-24.6%
6M+83.7%-3.9%+87.6%+84.7%
YTD+86.5%+17.5%+69.0%+66.2%
1Y+100.5%+22.6%+77.9%+73.2%
3Y+469.8%+116.3%+353.6%+248.4%
5Y+725.7%+157.6%+568.1%+349.1%
10Y+1,086.7%+136.6%+950.1%+501.0%
All+1,086.7%+132.8%+953.9%+501.0%

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