+40.8%
KEY vs SEDG
-87.2%
+128.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.5% | -8.3% | -2.4% |
| 7D | +2.7% | +12.1% | -9.4% | +1.6% |
| 30D | -3.2% | +14.7% | -17.9% | -4.7% |
| 3M | +1.0% | -43.0% | +44.0% | +5.1% |
| 6M | +11.9% | +9.0% | +2.8% | +7.1% |
| YTD | +8.7% | +26.3% | -17.6% | +1.8% |
| 1Y | +18.5% | +8.9% | +9.5% | +11.2% |
| 3Y | +124.0% | -75.5% | +199.5% | +146.7% |
| 5Y | +40.8% | -86.7% | +127.5% | +62.7% |
| All | +40.8% | -87.2% | +128.0% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling