-66.7%
SEDG vs KIM
+65.6%
-132.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.1% |
| 7D | -13.3% | +0.1% | -13.4% | -13.3% |
| 30D | -21.9% | +14.1% | -36.0% | -30.1% |
| 3M | -25.9% | +6.0% | -31.9% | -29.5% |
| 6M | -44.2% | +13.2% | -57.5% | -51.2% |
| YTD | -17.3% | +30.4% | -47.7% | -38.6% |
| 1Y | -34.5% | +31.0% | -65.5% | -51.8% |
| 3Y | -66.7% | +67.6% | -134.3% | -82.5% |
| All | -66.7% | +65.6% | -132.3% | -82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling