+138.2%
KRE vs SEDG
+75.6%
+62.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.2% | -0.8% |
| 7D | -1.1% | +3.6% | -4.7% | -1.5% |
| 30D | -3.4% | +9.3% | -12.7% | -4.5% |
| 3M | +3.7% | -39.1% | +42.8% | +7.7% |
| 6M | +14.8% | +1.8% | +13.0% | +10.2% |
| YTD | +14.7% | +22.0% | -7.4% | +7.0% |
| 1Y | +16.0% | +17.2% | -1.2% | +7.2% |
| 3Y | +84.3% | -76.3% | +160.6% | +90.9% |
| 5Y | +30.9% | -87.2% | +118.1% | +40.8% |
| 10Y | +122.0% | +108.6% | +13.4% | +65.4% |
| All | +138.2% | +75.6% | +62.6% | +75.0% |
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