+799.7%
ENTG vs KIM
+34.7%
+765.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.7% |
| 7D | +8.9% | -1.0% | +9.9% | +9.3% |
| 30D | -0.8% | -1.1% | +0.3% | -0.4% |
| 3M | +6.6% | -5.3% | +11.9% | +8.2% |
| 6M | +22.1% | +3.9% | +18.2% | +19.4% |
| YTD | +70.2% | +20.3% | +49.9% | +56.7% |
| 1Y | +76.7% | +10.4% | +66.3% | +68.5% |
| 3Y | +50.5% | +46.3% | +4.2% | +29.1% |
| 5Y | +21.8% | +37.6% | -15.8% | +8.5% |
| All | +799.7% | +34.7% | +765.0% | +591.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling