+247.9%
KDP vs SEDG
+80.7%
+167.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +2.7% |
| 7D | -0.8% | -13.3% | +12.5% | -0.3% |
| 30D | +9.7% | -21.9% | +31.6% | +10.5% |
| 3M | +17.6% | -25.9% | +43.5% | +18.5% |
| 6M | +25.8% | -44.2% | +70.0% | +26.8% |
| YTD | +33.9% | -17.3% | +51.2% | +32.1% |
| 1Y | +38.9% | -34.5% | +73.4% | +38.2% |
| 3Y | +26.8% | -66.7% | +93.5% | +25.6% |
| 5Y | +16.3% | -93.4% | +109.8% | +23.0% |
| All | +247.9% | +80.7% | +167.2% | +211.3% |
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