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  • FTAI vs KIM✓SelectedUSD · KIMFTAI vs KIM performance historyLatest closeAs of+0.21%09/08
Stock and ETF performance explorer

FTAI vs KIM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,588.5%
KIM return
+71.1%
Excess return
+2,517.4%
Maximum drawdown
-72.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioKIMExcessAlpha
1D+0.2%+0.7%-0.5%-0.1%
7D+3.9%-0.3%+4.2%+4.1%
30D-8.8%-1.7%-7.1%-8.1%
3M-14.5%-0.8%-13.6%-14.7%
6M-24.0%+4.4%-28.4%-26.0%
YTD+0.5%+21.2%-20.8%-9.6%
1Y+19.1%+10.5%+8.6%+12.1%
3Y+460.7%+47.5%+413.2%+346.0%
5Y+947.3%+37.1%+910.3%+761.9%
10Y+3,244.4%+29.5%+3,214.9%+2,100.0%
All+2,588.5%+71.1%+2,517.4%+1,558.8%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling