+216.5%
KTOS vs SEDG
-77.1%
+293.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.0% | -0.5% |
| 7D | -2.4% | +1.4% | -3.8% | -2.4% |
| 30D | -26.8% | +8.3% | -35.1% | -27.0% |
| 3M | -20.6% | -40.7% | +20.1% | -19.8% |
| 6M | -47.5% | -3.9% | -43.6% | -47.6% |
| YTD | -38.5% | +20.2% | -58.7% | -39.0% |
| 1Y | -31.0% | +17.6% | -48.6% | -31.4% |
| 3Y | +216.5% | -76.6% | +293.2% | +251.0% |
| All | +216.5% | -77.1% | +293.6% | +251.0% |
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 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