+24.9%
SEDG vs KIM
+9.4%
+15.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.6% | +4.1% |
| 7D | +8.7% | -1.5% | +10.2% | +8.4% |
| 30D | +10.3% | -1.7% | +12.0% | +10.0% |
| 3M | -32.6% | -7.1% | -25.5% | -33.4% |
| 6M | -3.6% | +2.9% | -6.4% | -3.4% |
| YTD | +27.4% | +18.8% | +8.5% | +20.3% |
| 1Y | +24.9% | +9.4% | +15.5% | +8.5% |
| All | +24.9% | +9.4% | +15.5% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling