+87.8%
KR vs SEDG
+83.3%
+4.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | +0.8% |
| 7D | -2.7% | +8.7% | -11.4% | -2.8% |
| 30D | +1.9% | +10.3% | -8.4% | +1.8% |
| 3M | -11.0% | -32.6% | +21.6% | -10.7% |
| 6M | -20.2% | -3.6% | -16.6% | -20.8% |
| YTD | -7.3% | +27.4% | -34.7% | -8.7% |
| 1Y | -13.1% | +24.9% | -38.0% | -14.7% |
| 3Y | +29.7% | -75.3% | +105.0% | +31.9% |
| 5Y | +48.8% | -86.3% | +135.1% | +52.1% |
| 10Y | +122.8% | +117.7% | +5.1% | +84.6% |
| All | +87.8% | +83.3% | +4.5% | +51.7% |
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