+50.7%
KMB vs SEDG
+21.1%
+29.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.9% | +7.4% | -1.4% |
| 7D | -3.0% | -7.3% | +4.3% | -2.8% |
| 30D | +9.1% | -25.3% | +34.4% | +9.6% |
| 3M | -0.4% | -24.1% | +23.7% | 0.0% |
| 6M | +13.0% | -39.9% | +52.9% | +13.2% |
| YTD | +10.3% | -15.8% | +26.1% | +9.2% |
| 1Y | +8.2% | -42.9% | +51.1% | +8.0% |
| 3Y | +0.4% | -65.9% | +66.2% | -0.7% |
| 5Y | -2.7% | -93.3% | +90.6% | 0.0% |
| 10Y | +35.7% | +81.9% | -46.3% | +16.8% |
| All | +50.7% | +21.1% | +29.6% | +37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling