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  • WDC vs KMI✓SelectedUSD · KMIWDC vs KMI performance historyLatest closeAs of+2.14%09/08
Stock and ETF performance explorer

WDC vs KMI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,196.5%
KMI return
+111.3%
Excess return
+2,085.1%
Maximum drawdown
-70.5%

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
PeriodPortfolioKMIExcessAlpha
1D+2.1%+1.8%+0.3%+1.2%
7D+6.0%-0.4%+6.4%+6.2%
30D+9.9%+3.7%+6.3%+7.9%
3M-9.4%+3.2%-12.6%-11.5%
6M+94.7%-3.0%+97.7%+95.2%
YTD+177.4%+19.7%+157.7%+148.2%
1Y+412.6%+25.6%+387.0%+344.5%
3Y+1,359.8%+120.2%+1,239.6%+830.7%
5Y+992.6%+160.5%+832.1%+535.6%
10Y+1,245.5%+134.8%+1,110.7%+692.1%
All+2,196.5%+111.3%+2,085.1%+1,200.5%

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 1990-01-01 to 2026-09-08: 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…

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