+47.6%
KMB vs SEDG
+70.6%
-23.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.6% |
| 7D | -3.0% | +8.9% | -11.9% | -3.2% |
| 30D | -5.5% | +0.9% | -6.4% | -5.5% |
| 3M | +14.0% | -53.2% | +67.2% | +15.4% |
| 6M | +4.1% | -9.9% | +13.9% | +3.3% |
| YTD | +8.0% | +18.5% | -10.5% | +6.3% |
| 1Y | -13.7% | +0.1% | -13.9% | -15.0% |
| 3Y | -5.9% | -78.9% | +72.9% | -5.3% |
| 5Y | -8.6% | -88.0% | +79.4% | -7.6% |
| 10Y | +17.3% | +97.5% | -80.2% | +1.4% |
| All | +47.6% | +70.6% | -23.0% | +33.9% |
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 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