-45.3%
KEEL vs SEDG
-5.0%
-40.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.7% | +4.6% | -1.3% |
| 7D | -13.6% | +1.8% | -15.4% | -13.9% |
| 30D | -39.1% | -12.7% | -26.4% | -36.6% |
| 3M | -48.9% | -38.4% | -10.5% | -42.1% |
| 6M | -35.4% | -27.7% | -7.7% | -31.2% |
| YTD | -10.6% | +4.1% | -14.7% | -23.4% |
| 1Y | -45.3% | -5.7% | -39.7% | -51.9% |
| All | -45.3% | -5.0% | -40.3% | -51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling