-14.1%
KHC vs SEDG
-93.5%
+79.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +2.6% |
| 7D | +2.0% | -13.3% | +15.3% | +2.2% |
| 30D | +10.6% | -21.9% | +32.5% | +10.9% |
| 3M | +0.5% | -25.9% | +26.4% | +0.8% |
| 6M | +12.1% | -44.2% | +56.3% | +12.3% |
| YTD | +8.9% | -17.3% | +26.2% | +7.7% |
| 1Y | +7.5% | -34.5% | +42.0% | +6.9% |
| 3Y | -10.7% | -66.7% | +56.0% | -14.7% |
| All | -14.1% | -93.5% | +79.4% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling