+660.5%
KGC vs SEDG
+106.4%
+554.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.6% | +6.3% | +1.2% |
| 7D | -5.6% | +1.4% | -7.0% | -5.8% |
| 30D | +6.1% | +8.3% | -2.2% | +5.2% |
| 3M | +17.3% | -40.7% | +58.0% | +21.3% |
| 6M | -10.3% | -3.9% | -6.4% | -12.7% |
| YTD | +3.9% | +20.2% | -16.4% | -1.6% |
| 1Y | +25.7% | +17.6% | +8.1% | +18.6% |
| 3Y | +526.0% | -76.6% | +602.6% | +559.3% |
| 5Y | +455.5% | -87.1% | +542.6% | +506.9% |
| All | +660.5% | +106.4% | +554.1% | +531.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling