+76.0%
SEDG vs KIM
+55.9%
+20.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.7% | +5.8% | +6.2% |
| 7D | +12.1% | -0.3% | +12.5% | +12.3% |
| 30D | +14.7% | -1.7% | +16.4% | +15.6% |
| 3M | -43.0% | -0.8% | -42.2% | -43.2% |
| 6M | +9.0% | +4.4% | +4.6% | +5.6% |
| YTD | +26.3% | +21.2% | +5.0% | +14.1% |
| 1Y | +8.9% | +10.5% | -1.6% | +2.7% |
| 3Y | -75.5% | +47.5% | -123.0% | -79.2% |
| 5Y | -86.7% | +37.1% | -123.8% | -88.3% |
| 10Y | +110.6% | +29.5% | +81.1% | +86.5% |
| All | +76.0% | +55.9% | +20.1% | +32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling