+653.1%
ASTS vs KDP
+29.6%
+623.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.3% | -15.5% | -15.2% |
| 7D | -29.9% | +4.5% | -34.4% | -29.3% |
| 30D | -52.2% | +18.5% | -70.7% | -51.1% |
| 3M | -55.8% | +20.8% | -76.7% | -54.7% |
| 6M | -52.7% | +29.4% | -82.1% | -51.3% |
| YTD | -58.4% | +35.9% | -94.3% | -57.0% |
| 1Y | -57.1% | +42.5% | -99.5% | -55.6% |
| All | +653.1% | +29.6% | +623.5% | +740.3% |
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