+233.7%
ASTS vs KDP
+53.2%
+180.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.6% | -8.1% | -5.7% |
| 7D | +0.8% | -0.8% | +1.6% | +0.9% |
| 30D | -22.6% | +9.7% | -32.4% | -23.2% |
| 3M | -54.4% | +17.6% | -72.0% | -55.1% |
| 6M | -56.4% | +25.8% | -82.2% | -57.5% |
| YTD | -55.1% | +33.9% | -89.0% | -56.7% |
| 1Y | -46.9% | +38.9% | -85.8% | -49.1% |
| 3Y | +715.0% | +26.8% | +688.2% | +684.3% |
| 5Y | +153.7% | +16.3% | +137.4% | +149.7% |
| All | +233.7% | +53.2% | +180.4% | +225.5% |
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