-43.1%
KHC vs SEDG
-3.7%
-39.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.7% |
| 7D | -1.8% | +8.9% | -10.6% | -2.1% |
| 30D | -1.9% | +0.9% | -2.8% | -2.0% |
| 3M | +14.4% | -53.2% | +67.6% | +17.2% |
| 6M | +8.7% | -9.9% | +18.6% | +7.4% |
| YTD | +7.8% | +18.5% | -10.8% | +4.8% |
| 1Y | -1.5% | +0.1% | -1.6% | -4.1% |
| 3Y | -9.9% | -78.9% | +69.0% | -9.2% |
| 5Y | -10.7% | -88.0% | +77.3% | -9.6% |
| 10Y | -55.7% | +97.5% | -153.2% | -64.3% |
| All | -43.1% | -3.7% | -39.4% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling