+230.9%
ASTS vs KDP
+54.4%
+176.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.7% | +7.8% | +7.1% |
| 7D | -21.1% | +2.2% | -23.3% | -21.2% |
| 30D | -46.7% | +19.9% | -66.6% | -47.6% |
| 3M | -52.0% | +21.5% | -73.5% | -52.9% |
| 6M | -54.3% | +30.1% | -84.4% | -55.6% |
| YTD | -55.5% | +34.9% | -90.4% | -57.1% |
| 1Y | -50.5% | +43.4% | -93.9% | -52.7% |
| 3Y | +706.2% | +29.1% | +677.2% | +673.3% |
| 5Y | +165.2% | +15.0% | +150.2% | +160.5% |
| All | +230.9% | +54.4% | +176.5% | +222.4% |
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