+1,505.9%
ASTS vs KDP
+6.1%
+1,499.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.3% |
| 7D | +7.3% | +1.3% | +6.1% | +7.3% |
| 30D | -8.9% | +6.0% | -14.9% | -8.8% |
| 3M | -41.9% | +9.2% | -51.1% | -42.0% |
| 6M | -40.6% | +14.7% | -55.3% | -40.6% |
| YTD | -14.2% | +19.2% | -33.4% | -15.0% |
| 1Y | +48.9% | +15.2% | +33.7% | +47.7% |
| All | +1,505.9% | +6.1% | +1,499.9% | +1,322.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling