+33.7%
KORU vs SEDG
+83.3%
-49.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +4.4% | -16.9% | -14.1% |
| 7D | +2.3% | +8.7% | -6.4% | -1.1% |
| 30D | +20.0% | +10.3% | +9.7% | +14.7% |
| 3M | -32.7% | -32.6% | -0.1% | -20.5% |
| 6M | +13.3% | -3.6% | +16.9% | +16.7% |
| YTD | +133.2% | +27.4% | +105.8% | +116.4% |
| 1Y | +357.3% | +24.9% | +332.4% | +312.9% |
| 3Y | +452.7% | -75.3% | +528.0% | +586.5% |
| 5Y | +47.2% | -86.3% | +133.5% | +113.6% |
| 10Y | +67.6% | +117.7% | -50.1% | -6.2% |
| All | +33.7% | +83.3% | -49.6% | -24.4% |
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