+696.7%
KKR vs SEDG
+106.4%
+590.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +1.0% |
| 7D | -6.2% | +1.4% | -7.6% | -6.5% |
| 30D | -8.9% | +8.3% | -17.2% | -10.2% |
| 3M | +6.3% | -40.7% | +46.9% | +12.7% |
| 6M | +16.5% | -3.9% | +20.4% | +11.7% |
| YTD | -20.3% | +20.2% | -40.5% | -26.7% |
| 1Y | -29.8% | +17.6% | -47.4% | -36.6% |
| 3Y | +63.2% | -76.6% | +139.8% | +75.4% |
| 5Y | +68.0% | -87.1% | +155.0% | +95.4% |
| All | +696.7% | +106.4% | +590.3% | +465.9% |
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