-100.0%
KXIN vs SPY
+237.6%
-337.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -4.5% |
| 7D | +21.1% | -0.9% | +22.0% | +21.3% |
| 30D | +95.7% | -2.4% | +98.0% | +97.9% |
| 3M | -47.1% | -1.2% | -45.9% | -47.4% |
| 6M | -44.8% | +3.3% | -48.1% | -46.9% |
| YTD | -96.5% | +12.3% | -108.8% | -96.8% |
| 1Y | -99.5% | +12.4% | -112.0% | -99.5% |
| 3Y | -100.0% | +78.8% | -178.8% | -100.0% |
| 5Y | -100.0% | +75.2% | -175.2% | -100.0% |
| All | -100.0% | +237.6% | -337.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling