+65.4%
KNX vs SEDG
+3.4%
+62.0%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +3.4% |
| 7D | +7.1% | +8.9% | -1.8% | +6.2% |
| 30D | +1.7% | +0.9% | +0.8% | +1.4% |
| 3M | -8.1% | -53.2% | +45.1% | -2.6% |
| 6M | +14.0% | -9.9% | +23.9% | +13.2% |
| YTD | +38.5% | +18.5% | +20.0% | +35.3% |
| 1Y | +65.4% | +0.1% | +65.3% | +64.5% |
| All | +65.4% | +3.4% | +62.0% | +64.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling