+112.2%
SEDG vs KIM
+33.1%
+79.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.6% | +4.9% |
| 7D | +8.7% | -1.5% | +10.2% | +9.4% |
| 30D | +10.3% | -1.7% | +12.0% | +11.1% |
| 3M | -32.6% | -7.1% | -25.5% | -30.7% |
| 6M | -3.6% | +2.9% | -6.4% | -5.9% |
| YTD | +27.4% | +18.8% | +8.5% | +16.3% |
| 1Y | +24.9% | +9.4% | +15.5% | +18.4% |
| 3Y | -75.3% | +44.6% | -119.9% | -78.8% |
| 5Y | -86.3% | +37.9% | -124.3% | -87.9% |
| All | +112.2% | +33.1% | +79.1% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 10y: compounded portfolio wealth divided by compounded KIM 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…
10y analysis · Full analysis span regression · 6 months rolling