+76.0%
SEDG vs KMX
-8.0%
+84.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.3% | +10.8% | +8.6% |
| 7D | +12.1% | -0.7% | +12.8% | +12.3% |
| 30D | +14.7% | +4.1% | +10.6% | +12.0% |
| 3M | -43.0% | +27.5% | -70.5% | -49.9% |
| 6M | +9.0% | +43.6% | -34.5% | -12.0% |
| YTD | +26.3% | +56.8% | -30.5% | -3.8% |
| 1Y | +8.9% | -1.3% | +10.3% | +1.8% |
| 3Y | -75.5% | -25.4% | -50.1% | -73.3% |
| 5Y | -86.7% | -53.9% | -32.8% | -82.8% |
| 10Y | +110.6% | +0.7% | +109.9% | +70.9% |
| All | +76.0% | -8.0% | +84.0% | +61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling