+63.2%
KKR vs SEDG
-77.1%
+140.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.6% |
| 7D | -6.2% | +1.4% | -7.6% | -6.3% |
| 30D | -8.9% | +8.3% | -17.2% | -9.5% |
| 3M | +6.3% | -40.7% | +46.9% | +9.4% |
| 6M | +16.5% | -3.9% | +20.4% | +14.3% |
| YTD | -20.3% | +20.2% | -40.5% | -23.2% |
| 1Y | -29.8% | +17.6% | -47.4% | -32.9% |
| 3Y | +63.2% | -76.6% | +139.8% | +87.4% |
| All | +63.2% | -77.1% | +140.3% | +87.4% |
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