+124.0%
KEY vs SEDG
-75.9%
+199.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.5% | -8.3% | -2.3% |
| 7D | +2.7% | +12.1% | -9.4% | +1.8% |
| 30D | -3.2% | +14.7% | -17.9% | -4.4% |
| 3M | +1.0% | -43.0% | +44.0% | +4.5% |
| 6M | +11.9% | +9.0% | +2.8% | +7.8% |
| YTD | +8.7% | +26.3% | -17.6% | +2.7% |
| 1Y | +18.5% | +8.9% | +9.5% | +12.2% |
| 3Y | +124.0% | -75.5% | +199.5% | +207.0% |
| All | +124.0% | -75.9% | +199.8% | +207.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling