+239.1%
KDP vs SEDG
+84.0%
+155.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -8.9% | +1.5% | -7.1% |
| 7D | -4.0% | -7.3% | +3.3% | -3.8% |
| 30D | +8.5% | -25.3% | +33.8% | +9.3% |
| 3M | +20.7% | -24.1% | +44.8% | +21.5% |
| 6M | +23.2% | -39.9% | +63.1% | +23.9% |
| YTD | +30.5% | -15.8% | +46.3% | +28.7% |
| 1Y | +35.9% | -42.9% | +78.7% | +35.9% |
| 3Y | +24.8% | -65.9% | +90.7% | +23.6% |
| 5Y | +13.4% | -93.3% | +106.7% | +19.8% |
| All | +239.1% | +84.0% | +155.1% | +203.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG 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 SEDG 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