+24.8%
KEY vs SEDG
-46.6%
+71.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.9% | +8.4% | -0.1% |
| 7D | +1.8% | -7.3% | +9.1% | +2.1% |
| 30D | +7.1% | -25.3% | +32.5% | +8.4% |
| 3M | -5.9% | -24.1% | +18.2% | -5.0% |
| 6M | +2.2% | -39.9% | +42.1% | +2.8% |
| YTD | +6.4% | -15.8% | +22.2% | +3.0% |
| 1Y | +24.8% | -42.9% | +67.6% | +26.1% |
| All | +24.8% | -46.6% | +71.3% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling