+140.8%
KNX vs SEDG
+83.3%
+57.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.0% | 0.0% |
| 7D | -0.5% | +8.7% | -9.2% | -1.2% |
| 30D | +1.0% | +10.3% | -9.3% | 0.0% |
| 3M | -12.6% | -32.6% | +20.0% | -10.5% |
| 6M | +21.1% | -3.6% | +24.7% | +18.9% |
| YTD | +33.2% | +27.4% | +5.8% | +27.0% |
| 1Y | +67.8% | +24.9% | +42.9% | +58.6% |
| 3Y | +37.3% | -75.3% | +112.6% | +39.3% |
| 5Y | +41.1% | -86.3% | +127.4% | +46.8% |
| 10Y | +170.6% | +117.7% | +52.9% | +98.5% |
| All | +140.8% | +83.3% | +57.5% | +88.6% |
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