+587.2%
KGC vs SEDG
+80.7%
+506.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.1% | +0.4% |
| 7D | -6.7% | -13.3% | +6.6% | -5.5% |
| 30D | -6.7% | -21.9% | +15.2% | -4.9% |
| 3M | -22.6% | -25.9% | +3.3% | -20.9% |
| 6M | -33.4% | -44.2% | +10.8% | -31.6% |
| YTD | -26.0% | -17.3% | -8.7% | -27.7% |
| 1Y | -18.3% | -34.5% | +16.2% | -18.5% |
| 3Y | +315.8% | -66.7% | +382.5% | +315.7% |
| 5Y | +225.7% | -93.4% | +319.1% | +280.4% |
| All | +587.2% | +80.7% | +506.5% | +502.3% |
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 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