+770.1%
ENTG vs KEY
+121.9%
+648.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.7% | +6.8% | +8.2% |
| 7D | -7.6% | -0.4% | -7.2% | -7.3% |
| 30D | -15.5% | +7.2% | -22.7% | -18.2% |
| 3M | -7.8% | -4.9% | -2.9% | -5.8% |
| 6M | -5.9% | +1.1% | -7.0% | -6.5% |
| YTD | +66.7% | +6.8% | +59.9% | +62.0% |
| 1Y | +62.1% | +23.3% | +38.8% | +47.7% |
| 3Y | +56.3% | +126.1% | -69.8% | +10.5% |
| 5Y | -3.8% | +15.2% | -19.0% | -13.2% |
| 10Y | +770.1% | +113.6% | +656.5% | +494.2% |
| All | +770.1% | +121.9% | +648.2% | +494.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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