+209.5%
KO vs SEDG
+83.3%
+126.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.1% | +0.2% |
| 7D | -1.1% | +8.7% | -9.8% | -1.4% |
| 30D | +1.6% | +10.3% | -8.8% | +1.2% |
| 3M | +5.8% | -32.6% | +38.4% | +6.5% |
| 6M | +14.3% | -3.6% | +17.9% | +12.8% |
| YTD | +27.3% | +27.4% | -0.1% | +23.9% |
| 1Y | +33.2% | +24.9% | +8.3% | +28.9% |
| 3Y | +64.5% | -75.3% | +139.8% | +66.4% |
| 5Y | +83.1% | -86.3% | +169.4% | +87.1% |
| 10Y | +183.9% | +117.7% | +66.2% | +140.9% |
| All | +209.5% | +83.3% | +126.2% | +163.5% |
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 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