+133.4%
KR vs SEDG
+106.4%
+27.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.6% | +8.3% | +2.7% |
| 7D | -0.2% | +1.4% | -1.6% | -0.2% |
| 30D | +5.1% | +8.3% | -3.3% | +5.0% |
| 3M | -8.2% | -40.7% | +32.5% | -7.9% |
| 6M | -18.0% | -3.9% | -14.1% | -18.5% |
| YTD | -4.8% | +20.2% | -25.0% | -5.8% |
| 1Y | -11.0% | +17.6% | -28.6% | -12.2% |
| 3Y | +37.7% | -76.6% | +114.3% | +40.1% |
| 5Y | +52.8% | -87.1% | +139.9% | +56.2% |
| All | +133.4% | +106.4% | +27.0% | +98.4% |
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 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