+48.4%
ENTG vs KIM
+47.7%
+0.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.3% |
| 7D | +8.9% | -0.3% | +9.3% | +9.2% |
| 30D | -7.2% | -1.7% | -5.5% | -6.3% |
| 3M | +6.4% | -0.8% | +7.2% | +5.4% |
| 6M | +25.7% | +4.4% | +21.3% | +19.8% |
| YTD | +67.9% | +21.2% | +46.6% | +43.1% |
| 1Y | +72.4% | +10.5% | +61.8% | +57.2% |
| 3Y | +48.4% | +47.5% | +0.9% | +11.4% |
| All | +48.4% | +47.7% | +0.7% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling