Yuezhi
Yuezhi (simplified and traditional Chinese月氏; wg: Yueh-Chih) are transliterations of the Chinese name for the Saka or Sacae or Sakya Huns of which Sidarta Guatema The Buddha came from.First mention in Chinese records of such a nation is the late 6th century BC during the Zhou dynasty when the learned coutier Li-Yi went west out of San-Ku-Kwan to preach to the Huns. He met the Buddha on a snow mountain in India and is supposed to have taught him a set of excercises known as the yick kan ging.
According to Chinese records, the Yuezhi Saca were a confederacy of (traditionally) 5 tribes which moved west out of the Gansu and Xinjiang provinces of China and eventually settled in Afghanistan where they founded the Kushan empire.
Archeological and linguistic evidence indicates they formed the easternmost branch of Indo-European expansion and spoke an Indo-European language called Tocharian.
One of the Yuezhi tribes left in Bactria while the rest of the YueChi invaded india as the Kushans came to rule the Xiyon (Chionites) and were known as KiToLo (Kidara).
The Kidarites themselves were displaced by the expansion of yet another of their families left in Bactria, the YepTal (Hephthal) who came to rule a union of Alchoni and Hua (later known in the west as Avars). In the end, the Hephthalites too eventually invaded India.
Thus according to Chinese sources, the three most prominent conquering dynasties to invade North West India were all of the same original 5 Yuezhi tribes.
Some have argued for the Kidara's relationship to the Elbruz proto-Khazars displaced by the arrival of the Hephthalites in Afghanistan.