+6.5%
KDP vs SEDG
-86.7%
+93.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.5% | -6.6% | -0.3% |
| 7D | +2.1% | +12.1% | -10.1% | +1.8% |
| 30D | +8.5% | +14.7% | -6.2% | +8.1% |
| 3M | +6.6% | -43.0% | +49.6% | +7.5% |
| 6M | +17.1% | +9.0% | +8.0% | +15.7% |
| YTD | +19.0% | +26.3% | -7.2% | +17.1% |
| 1Y | +21.8% | +8.9% | +12.8% | +19.8% |
| 3Y | +6.4% | -75.5% | +82.0% | +7.7% |
| All | +6.5% | -86.7% | +93.2% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling