+764.3%
ENTG vs KIM
+33.1%
+731.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.7% | -3.5% |
| 7D | +5.1% | -1.5% | +6.6% | +5.7% |
| 30D | -8.5% | -1.7% | -6.8% | -7.9% |
| 3M | +6.7% | -7.1% | +13.8% | +9.2% |
| 6M | +17.7% | +2.9% | +14.9% | +15.6% |
| YTD | +63.5% | +18.8% | +44.6% | +51.2% |
| 1Y | +73.6% | +9.4% | +64.2% | +66.1% |
| 3Y | +44.6% | +44.6% | 0.0% | +24.6% |
| 5Y | +16.1% | +37.9% | -21.8% | +3.5% |
| All | +764.3% | +33.1% | +731.2% | +567.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling