-35.3%
KEEL vs SEDG
-87.2%
+51.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.6% | +9.4% | +5.5% |
| 7D | +2.9% | +1.4% | +1.5% | +2.2% |
| 30D | +0.8% | +8.3% | -7.5% | -2.4% |
| 3M | -35.3% | -40.7% | +5.3% | -26.1% |
| 6M | +59.4% | -3.9% | +63.3% | +49.9% |
| YTD | +51.9% | +20.2% | +31.7% | +31.0% |
| 1Y | +75.0% | +17.6% | +57.4% | +52.2% |
| 3Y | +224.5% | -76.6% | +301.2% | +379.0% |
| All | -35.3% | -87.2% | +51.8% | +21.4% |
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