+147.2%
KEY vs SEDG
+70.6%
+76.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.1% |
| 7D | +2.2% | +8.9% | -6.7% | +1.2% |
| 30D | -3.0% | +0.9% | -3.9% | -3.3% |
| 3M | +3.3% | -53.2% | +56.6% | +11.1% |
| 6M | +9.2% | -9.9% | +19.1% | +6.1% |
| YTD | +10.6% | +18.5% | -7.9% | +3.0% |
| 1Y | +20.4% | +0.1% | +20.3% | +12.6% |
| 3Y | +121.8% | -78.9% | +200.7% | +135.6% |
| 5Y | +41.1% | -88.0% | +129.2% | +55.0% |
| 10Y | +168.5% | +97.5% | +71.1% | +93.6% |
| All | +147.2% | +70.6% | +76.6% | +69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling