Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • KMX vs FIVE✓SelectedUSD · FIVEKMX vs FIVE performance historyLatest closeAs of-4.30%09/08
Stock and ETF performance explorer

KMX vs FIVE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+0.7%
FIVE return
+475.1%
Excess return
-474.4%
Maximum drawdown
-80.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioFIVEExcessAlpha
1D-4.3%+0.7%-5.0%-4.6%
7D-0.7%+3.7%-4.4%-2.0%
30D+4.1%+4.0%+0.1%+2.4%
3M+27.5%+36.2%-8.7%+13.8%
6M+43.6%+18.0%+25.5%+33.1%
YTD+56.8%+34.9%+21.9%+38.3%
1Y-1.3%+67.9%-69.2%-19.7%
3Y-25.4%+57.3%-82.7%-43.2%
5Y-53.9%+39.5%-93.4%-64.4%
10Y+0.7%+496.4%-495.7%-56.3%
All+0.7%+475.1%-474.4%-56.3%

Cumulative growth

Daily Returns

Daily percentage return beside FIVE.

Daily Out/Under-Performance

Portfolio return minus FIVE return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FIVE 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 FIVE 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