-87.2%
SEDG vs KIM
+37.3%
-124.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.7% |
| 7D | +3.6% | -1.0% | +4.6% | +4.5% |
| 30D | +9.3% | -1.1% | +10.4% | +10.3% |
| 3M | -39.1% | -5.3% | -33.8% | -36.8% |
| 6M | +1.8% | +3.9% | -2.1% | -4.1% |
| YTD | +22.0% | +20.3% | +1.8% | +0.6% |
| 1Y | +17.2% | +10.4% | +6.8% | +4.2% |
| 3Y | -76.3% | +46.3% | -122.7% | -83.3% |
| 5Y | -87.2% | +37.6% | -124.8% | -90.5% |
| All | -87.2% | +37.3% | -124.6% | -90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling