+294.5%
KEEL vs SEDG
-57.8%
+352.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.6% | +9.4% | +5.4% |
| 7D | +2.9% | +1.4% | +1.5% | +2.2% |
| 30D | +0.8% | +8.3% | -7.5% | -2.2% |
| 3M | -35.3% | -40.7% | +5.3% | -26.8% |
| 6M | +59.4% | -3.9% | +63.3% | +51.1% |
| YTD | +51.9% | +20.2% | +31.7% | +33.3% |
| 1Y | +75.0% | +17.6% | +57.4% | +54.7% |
| 3Y | +224.5% | -76.6% | +301.2% | +296.3% |
| 5Y | -35.9% | -87.1% | +51.2% | -3.8% |
| All | +294.5% | -57.8% | +352.3% | +360.3% |
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