+549.6%
KGC vs SEDG
-76.7%
+626.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.4% |
| 7D | -0.1% | +3.6% | -3.7% | -0.3% |
| 30D | +10.5% | +9.3% | +1.2% | +9.8% |
| 3M | +19.8% | -39.1% | +58.9% | +22.2% |
| 6M | -6.7% | +1.8% | -8.5% | -8.5% |
| YTD | +7.8% | +22.0% | -14.3% | +4.4% |
| 1Y | +35.7% | +17.2% | +18.5% | +31.6% |
| All | +549.6% | -76.7% | +626.3% | +642.2% |
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