+244.8%
ASTS vs KDP
+58.5%
+186.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.8% | -10.4% | -8.8% |
| 7D | -9.3% | +8.2% | -17.5% | -9.8% |
| 30D | -33.9% | +18.4% | -52.3% | -34.8% |
| 3M | -51.0% | +29.2% | -80.2% | -52.1% |
| 6M | -55.1% | +32.3% | -87.4% | -56.4% |
| YTD | -53.6% | +38.5% | -92.1% | -55.4% |
| 1Y | -51.0% | +48.5% | -99.5% | -53.3% |
| 3Y | +681.7% | +32.5% | +649.2% | +648.5% |
| 5Y | +182.4% | +19.7% | +162.7% | +177.1% |
| All | +244.8% | +58.5% | +186.3% | +235.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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