+37.7%
KR vs SEDG
-77.1%
+114.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.6% | +8.3% | +2.6% |
| 7D | -0.2% | +1.4% | -1.6% | -0.1% |
| 30D | +5.1% | +8.3% | -3.3% | +5.2% |
| 3M | -8.2% | -40.7% | +32.5% | -8.6% |
| 6M | -18.0% | -3.9% | -14.1% | -18.2% |
| YTD | -4.8% | +20.2% | -25.0% | -4.9% |
| 1Y | -11.0% | +17.6% | -28.6% | -11.2% |
| 3Y | +37.7% | -76.6% | +114.3% | +47.8% |
| All | +37.7% | -77.1% | +114.8% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling