+93.0%
KEY vs SEDG
+84.0%
+9.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.9% | +8.4% | +0.5% |
| 7D | +1.8% | -7.3% | +9.1% | +2.6% |
| 30D | +7.1% | -25.3% | +32.5% | +10.5% |
| 3M | -5.9% | -24.1% | +18.2% | -3.6% |
| 6M | +2.2% | -39.9% | +42.1% | +4.8% |
| YTD | +6.4% | -15.8% | +22.2% | +2.3% |
| 1Y | +24.8% | -42.9% | +67.6% | +25.7% |
| 3Y | +125.2% | -65.9% | +191.1% | +120.8% |
| 5Y | +13.0% | -93.3% | +106.3% | +36.4% |
| All | +93.0% | +84.0% | +9.0% | +50.5% |
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