+801.4%
KEYS vs SEDG
+75.6%
+725.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.3% |
| 7D | +2.9% | +3.6% | -0.7% | +2.4% |
| 30D | -1.3% | +9.3% | -10.6% | -2.8% |
| 3M | -0.1% | -39.1% | +39.0% | +5.3% |
| 6M | +17.4% | +1.8% | +15.6% | +12.8% |
| YTD | +62.9% | +22.0% | +40.9% | +52.1% |
| 1Y | +95.7% | +17.2% | +78.5% | +81.0% |
| 3Y | +150.2% | -76.3% | +226.5% | +160.5% |
| 5Y | +83.1% | -87.2% | +170.3% | +100.8% |
| 10Y | +1,020.9% | +108.6% | +912.3% | +732.4% |
| All | +801.4% | +75.6% | +725.8% | +587.1% |
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