+155.2%
KEYS vs SEDG
-77.1%
+232.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.6% | +9.6% | +4.6% |
| 7D | +3.5% | +1.4% | +2.1% | +3.2% |
| 30D | -4.5% | +8.3% | -12.8% | -5.6% |
| 3M | -0.4% | -40.7% | +40.2% | +4.3% |
| 6M | +19.1% | -3.9% | +23.0% | +16.5% |
| YTD | +66.7% | +20.2% | +46.5% | +58.7% |
| 1Y | +96.5% | +17.6% | +78.9% | +85.6% |
| 3Y | +155.2% | -76.6% | +231.8% | +171.3% |
| All | +155.2% | -77.1% | +232.2% | +171.3% |
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 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