-55.6%
KHC vs SEDG
+106.4%
-162.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.6% | +6.5% | +1.1% |
| 7D | -1.0% | +1.4% | -2.4% | -1.1% |
| 30D | +1.9% | +8.3% | -6.4% | +1.5% |
| 3M | +3.2% | -40.7% | +43.8% | +4.7% |
| 6M | +10.0% | -3.9% | +13.9% | +8.4% |
| YTD | +6.7% | +20.2% | -13.5% | +3.7% |
| 1Y | -0.9% | +17.6% | -18.5% | -4.2% |
| 3Y | -13.6% | -76.6% | +63.1% | -13.4% |
| 5Y | -12.8% | -87.1% | +74.2% | -12.3% |
| All | -55.6% | +106.4% | -162.1% | -64.3% |
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