-34.5%
KEEL vs SEDG
-35.0%
+0.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +4.4% | -11.7% | -8.7% |
| 7D | +2.7% | +8.7% | -6.0% | -0.2% |
| 30D | +4.6% | +10.3% | -5.8% | +0.8% |
| 3M | -34.5% | -32.6% | -1.9% | -29.0% |
| All | -34.5% | -35.0% | +0.5% | -29.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling