-8.6%
KMB vs SEDG
-75.9%
+67.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.5% | -8.5% | -2.0% |
| 7D | -2.7% | +12.1% | -14.8% | -2.8% |
| 30D | -5.0% | +14.7% | -19.7% | -5.1% |
| 3M | +6.6% | -43.0% | +49.6% | +6.9% |
| 6M | +1.0% | +9.0% | -8.1% | 0.0% |
| YTD | +6.0% | +26.3% | -20.3% | +4.5% |
| 1Y | -16.6% | +8.9% | -25.6% | -17.7% |
| 3Y | -8.6% | -75.5% | +66.9% | -8.3% |
| All | -8.6% | -75.9% | +67.2% | -8.3% |
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 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