-42.1%
KWEB vs SEDG
-87.2%
+45.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.6% | +6.3% | +1.4% |
| 7D | -5.6% | +1.4% | -7.0% | -5.8% |
| 30D | -10.7% | +8.3% | -19.0% | -11.9% |
| 3M | -7.4% | -40.7% | +33.2% | -2.4% |
| 6M | -19.3% | -3.9% | -15.4% | -23.3% |
| YTD | -27.8% | +20.2% | -48.0% | -34.6% |
| 1Y | -35.9% | +17.6% | -53.5% | -43.0% |
| 3Y | -1.9% | -76.6% | +74.7% | +14.0% |
| All | -42.1% | -87.2% | +45.1% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling