-100.0%
KXIN vs VT
+152.0%
-252.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | +29.3% | -2.3% | +31.6% | +31.3% |
| 30D | +77.8% | -5.0% | +82.7% | +85.2% |
| 3M | -52.9% | -4.9% | -48.1% | -51.4% |
| 6M | -44.3% | -1.5% | -42.8% | -44.5% |
| YTD | -96.7% | +8.5% | -105.2% | -96.8% |
| 1Y | -99.7% | +11.4% | -111.1% | -99.7% |
| 3Y | -100.0% | +70.1% | -170.1% | -100.0% |
| 5Y | -100.0% | +53.7% | -153.7% | -100.0% |
| All | -100.0% | +152.0% | -252.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling