+169.3%
KEY vs SEDG
+103.5%
+65.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.1% | +0.1% |
| 7D | -0.3% | +3.6% | -3.9% | -0.8% |
| 30D | -3.3% | +9.3% | -12.6% | -4.6% |
| 3M | -0.7% | -39.1% | +38.4% | +3.6% |
| 6M | +12.5% | +1.8% | +10.7% | +7.6% |
| YTD | +8.4% | +22.0% | -13.6% | +0.4% |
| 1Y | +18.4% | +17.2% | +1.2% | +8.4% |
| 3Y | +123.3% | -76.3% | +199.7% | +136.0% |
| 5Y | +38.8% | -87.2% | +126.1% | +53.1% |
| 10Y | +169.3% | +108.6% | +60.7% | +113.0% |
| All | +169.3% | +103.5% | +65.8% | +113.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling