+81.6%
KO vs SEDG
-86.4%
+168.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.1% | +0.3% |
| 7D | -1.1% | +8.7% | -9.8% | -1.2% |
| 30D | +1.6% | +10.3% | -8.8% | +1.5% |
| 3M | +5.8% | -32.6% | +38.4% | +5.9% |
| 6M | +14.3% | -3.6% | +17.9% | +13.4% |
| YTD | +27.3% | +27.4% | -0.1% | +25.5% |
| 1Y | +33.2% | +24.9% | +8.3% | +30.9% |
| 3Y | +64.5% | -75.3% | +139.8% | +66.4% |
| All | +81.6% | -86.4% | +168.0% | +87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling