+59.6%
KEYS vs SEDG
-5.0%
+64.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -8.7% | +2.4% | -5.1% |
| 7D | -14.8% | +1.8% | -16.6% | -15.0% |
| 30D | -25.6% | -12.7% | -12.9% | -24.4% |
| 3M | -16.2% | -38.4% | +22.2% | -11.7% |
| 6M | -18.6% | -27.7% | +9.1% | -16.7% |
| YTD | +40.7% | +4.1% | +36.6% | +34.6% |
| 1Y | +59.6% | -5.7% | +65.3% | +53.3% |
| All | +59.6% | -5.0% | +64.6% | +53.3% |
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