+13.8%
KMB vs SEDG
+118.8%
-104.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.6% | -0.3% |
| 7D | -7.7% | +8.7% | -16.4% | -7.8% |
| 30D | -8.2% | +10.3% | -18.5% | -8.4% |
| 3M | -1.9% | -32.6% | +30.7% | -1.5% |
| 6M | -0.7% | -3.6% | +2.9% | -1.5% |
| YTD | +1.4% | +27.4% | -26.0% | -0.3% |
| 1Y | -19.1% | +24.9% | -44.0% | -20.7% |
| 3Y | -12.6% | -75.3% | +62.7% | -12.3% |
| 5Y | -12.7% | -86.3% | +73.7% | -12.0% |
| All | +13.8% | +118.8% | -104.9% | -1.9% |
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