+170.1%
KDP vs SEDG
+118.8%
+51.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.4% | -6.3% | -2.1% |
| 7D | -4.3% | +8.7% | -13.0% | -4.6% |
| 30D | +7.8% | +10.3% | -2.5% | +7.4% |
| 3M | -0.1% | -32.6% | +32.6% | +0.8% |
| 6M | +14.0% | -3.6% | +17.6% | +12.6% |
| YTD | +15.1% | +27.4% | -12.3% | +12.1% |
| 1Y | +18.5% | +24.9% | -6.4% | +14.9% |
| 3Y | +2.9% | -75.3% | +78.2% | +4.4% |
| 5Y | +3.0% | -86.3% | +89.3% | +5.5% |
| All | +170.1% | +118.8% | +51.3% | +131.2% |
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