The short answer is not easily. Kentico tracks Online Marketing Activities by the Online Marketing Contact object's ID attribute (OM_Contact.ContactID). It's basically all internal identifiers inside of Kentico that MailChimp knows nothing about.
In theory, however, if you could add a custom field the the MailChimp audience contact's record, that holds the Kentico OM_Contact.ContactID value for that MailChimp contact, and bulk update the contacts in MailChimp, it could tie the two contacts together. Then you could create a custom Activity Type in Kentico that represents a Link Click activity in MailChimp. Then through the MailChimp API you could try to see if you could query Link Click activity history and then populate a corresponding Kentico Activity record for each click in MailChimp for that Contact. This would be quite a bit of custom development work, and you would have to keep the two sides up to date somehow as well.
In the future it is rumored that there might be some automatic integration with a platform like Zapier that could easily allow MailChimp to integrate through Zapier to Kentico, but that would be in version 13 or higher.