+729.3%
KTOS vs SEDG
+73.0%
+656.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.0% | +0.1% |
| 7D | -2.4% | +1.4% | -3.8% | -2.6% |
| 30D | -26.8% | +8.3% | -35.1% | -27.7% |
| 3M | -20.6% | -40.7% | +20.1% | -16.7% |
| 6M | -47.5% | -3.9% | -43.6% | -49.3% |
| YTD | -38.5% | +20.2% | -58.7% | -42.9% |
| 1Y | -31.0% | +17.6% | -48.6% | -37.0% |
| 3Y | +216.5% | -76.6% | +293.2% | +237.7% |
| 5Y | +105.7% | -87.1% | +192.8% | +135.9% |
| 10Y | +615.0% | +105.5% | +509.6% | +413.4% |
| All | +729.3% | +73.0% | +656.3% | +517.0% |
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