+4.4%
KDP vs SEDG
-76.7%
+81.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.4% |
| 7D | -1.6% | +3.6% | -5.2% | -1.6% |
| 30D | +9.5% | +9.3% | +0.2% | +9.3% |
| 3M | +2.6% | -39.1% | +41.7% | +3.2% |
| 6M | +15.6% | +1.8% | +13.8% | +14.5% |
| YTD | +17.3% | +22.0% | -4.7% | +15.6% |
| 1Y | +20.1% | +17.2% | +2.9% | +18.1% |
| All | +4.4% | -76.7% | +81.1% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling