+52.0%
KR vs SEDG
-87.2%
+139.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.1% |
| 3M | -8.2% | -40.7% | +32.5% | -8.4% |
| 6M | -18.0% | -3.9% | -14.1% | -18.2% |
| YTD | -4.8% | +20.2% | -25.0% | -5.1% |
| 1Y | -11.0% | +17.6% | -28.6% | -11.4% |
| 3Y | +37.7% | -76.6% | +114.3% | +40.7% |
| All | +52.0% | -87.2% | +139.2% | +55.3% |
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