-6.8%
KWEB vs SEDG
+73.0%
-79.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.6% | +6.3% | +1.5% |
| 7D | -5.6% | +1.4% | -7.0% | -5.9% |
| 30D | -10.7% | +8.3% | -19.0% | -12.0% |
| 3M | -7.4% | -40.7% | +33.2% | -2.1% |
| 6M | -19.3% | -3.9% | -15.4% | -23.2% |
| YTD | -27.8% | +20.2% | -48.0% | -34.5% |
| 1Y | -35.9% | +17.6% | -53.5% | -42.9% |
| 3Y | -1.9% | -76.6% | +74.7% | +1.3% |
| 5Y | -43.2% | -87.1% | +43.9% | -36.6% |
| 10Y | -21.2% | +105.5% | -126.6% | -42.8% |
| All | -6.8% | +73.0% | -79.8% | -32.9% |
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