+274.4%
KLAC vs SEDG
-77.1%
+351.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.6% | +7.6% | +2.8% |
| 7D | -2.7% | +1.4% | -4.1% | -3.0% |
| 30D | -13.2% | +8.3% | -21.5% | -14.5% |
| 3M | -25.0% | -40.7% | +15.6% | -19.9% |
| 6M | +23.6% | -3.9% | +27.5% | +22.4% |
| YTD | +49.2% | +20.2% | +29.0% | +43.1% |
| 1Y | +89.3% | +17.6% | +71.7% | +80.6% |
| 3Y | +274.4% | -76.6% | +351.0% | +298.1% |
| All | +274.4% | -77.1% | +351.5% | +298.1% |
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 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