-50.1%
KVYO vs SEDG
-75.0%
+24.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.6% | +7.1% | +1.8% |
| 7D | -12.1% | +1.4% | -13.5% | -12.2% |
| 30D | -5.2% | +8.3% | -13.5% | -5.9% |
| 3M | +14.5% | -40.7% | +55.1% | +17.7% |
| 6M | -17.6% | -3.9% | -13.7% | -19.8% |
| YTD | -49.6% | +20.2% | -69.8% | -52.2% |
| 1Y | -48.6% | +17.6% | -66.2% | -51.5% |
| All | -50.1% | -75.0% | +24.9% | -39.4% |
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