-100.0%
KXIN vs VT
+157.3%
-257.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.9% |
| 7D | +24.4% | -0.1% | +24.6% | +23.8% |
| 30D | +107.4% | -3.1% | +110.5% | +112.4% |
| 3M | -47.1% | -3.5% | -43.6% | -46.0% |
| 6M | -38.2% | +0.5% | -38.7% | -39.5% |
| YTD | -96.4% | +10.8% | -107.2% | -96.6% |
| 1Y | -99.5% | +11.9% | -111.4% | -99.5% |
| 3Y | -100.0% | +73.0% | -173.0% | -100.0% |
| 5Y | -100.0% | +58.6% | -158.6% | -100.0% |
| All | -100.0% | +157.3% | -257.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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