-75.2%
SEDG vs KMX
-26.1%
-49.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.0% | +4.2% |
| 7D | +8.7% | -3.4% | +12.1% | +10.5% |
| 30D | +10.3% | +4.0% | +6.3% | +7.6% |
| 3M | -32.6% | +24.8% | -57.4% | -40.4% |
| 6M | -3.6% | +43.6% | -47.2% | -23.6% |
| YTD | +27.4% | +56.6% | -29.2% | -6.1% |
| 1Y | +24.9% | +2.2% | +22.7% | +17.8% |
| All | -75.2% | -26.1% | -49.1% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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