+35.3%
KMI vs SEDG
+75.6%
-40.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.6% | -1.5% |
| 7D | -1.8% | +3.6% | -5.4% | -2.0% |
| 30D | +0.1% | +9.3% | -9.3% | -0.7% |
| 3M | +1.2% | -39.1% | +40.2% | +3.8% |
| 6M | -3.9% | +1.8% | -5.7% | -6.9% |
| YTD | +17.5% | +22.0% | -4.5% | +11.5% |
| 1Y | +22.6% | +17.2% | +5.4% | +15.3% |
| 3Y | +116.3% | -76.3% | +192.6% | +124.3% |
| 5Y | +157.6% | -87.2% | +244.8% | +175.5% |
| 10Y | +136.6% | +108.6% | +28.0% | +60.7% |
| All | +35.3% | +75.6% | -40.3% | -5.1% |
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 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