+133.4%
KR vs ENTG
+797.5%
-664.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +2.7% |
| 7D | -0.2% | +1.2% | -1.3% | -0.2% |
| 30D | +5.1% | -12.9% | +17.9% | +5.0% |
| 3M | -8.2% | -3.1% | -5.1% | -8.2% |
| 6M | -18.0% | +21.0% | -39.0% | -18.4% |
| YTD | -4.8% | +67.0% | -71.8% | -6.2% |
| 1Y | -11.0% | +68.6% | -79.7% | -12.6% |
| 3Y | +37.7% | +48.6% | -11.0% | +34.2% |
| 5Y | +52.8% | +18.6% | +34.2% | +47.9% |
| All | +133.4% | +797.5% | -664.1% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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