+295.4%
KDP vs SEDG
+33.0%
+262.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.4% | +1.7% |
| 7D | +4.0% | -11.2% | +15.1% | +4.3% |
| 30D | +16.8% | -15.3% | +32.1% | +17.2% |
| 3M | +32.0% | -19.9% | +52.0% | +32.6% |
| 6M | +35.2% | -36.2% | +71.3% | +35.6% |
| YTD | +40.9% | -7.6% | +48.5% | +38.7% |
| 1Y | +47.7% | -40.3% | +88.0% | +47.6% |
| 3Y | +34.8% | -62.5% | +97.3% | +32.9% |
| 5Y | +22.6% | -92.6% | +115.2% | +28.0% |
| 10Y | +266.4% | +99.8% | +166.7% | +227.0% |
| All | +295.4% | +33.0% | +262.3% | +250.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling