+160.2%
KNX vs SEDG
+106.4%
+53.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.6% | +4.1% | -1.1% |
| 7D | -5.6% | +1.4% | -7.0% | -5.7% |
| 30D | -4.4% | +8.3% | -12.7% | -5.2% |
| 3M | -17.3% | -40.7% | +23.3% | -14.4% |
| 6M | +22.6% | -3.9% | +26.5% | +20.6% |
| YTD | +31.1% | +20.2% | +10.9% | +25.8% |
| 1Y | +60.2% | +17.6% | +42.6% | +52.4% |
| 3Y | +35.8% | -76.6% | +112.4% | +38.6% |
| 5Y | +38.9% | -87.1% | +126.0% | +45.6% |
| All | +160.2% | +106.4% | +53.8% | +97.2% |
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