+129.5%
KMI vs SEDG
+106.4%
+23.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | +0.1% |
| 7D | -1.7% | +1.4% | -3.1% | -1.8% |
| 30D | -2.7% | +8.3% | -11.0% | -3.4% |
| 3M | -0.7% | -40.7% | +40.0% | +1.9% |
| 6M | -5.0% | -3.9% | -1.1% | -7.2% |
| YTD | +15.5% | +20.2% | -4.7% | +10.0% |
| 1Y | +16.4% | +17.6% | -1.2% | +9.9% |
| 3Y | +114.2% | -76.6% | +190.8% | +124.1% |
| 5Y | +153.3% | -87.1% | +240.3% | +172.3% |
| All | +129.5% | +106.4% | +23.1% | +65.1% |
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 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