-100.0%
KXIN vs SPY
+235.2%
-335.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.4% | +7.2% | +7.1% |
| 7D | +9.4% | +2.6% | +6.8% | +7.5% |
| 30D | +71.8% | -2.0% | +73.8% | +73.2% |
| 3M | -45.3% | -2.8% | -42.5% | -45.1% |
| 6M | -51.0% | +2.1% | -53.1% | -52.5% |
| YTD | -96.4% | +11.5% | -107.9% | -96.7% |
| 1Y | -98.6% | +13.5% | -112.1% | -98.7% |
| 3Y | -100.0% | +77.7% | -177.7% | -100.0% |
| 5Y | -100.0% | +72.6% | -172.6% | -100.0% |
| All | -100.0% | +235.2% | -335.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling