+147.7%
ASTS vs KDP
+15.9%
+131.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.3% | -15.5% | -15.3% |
| 7D | -29.9% | +4.5% | -34.4% | -30.5% |
| 30D | -52.2% | +18.5% | -70.7% | -53.8% |
| 3M | -55.8% | +20.8% | -76.7% | -57.5% |
| 6M | -52.7% | +29.4% | -82.1% | -55.7% |
| YTD | -58.4% | +35.9% | -94.3% | -61.9% |
| 1Y | -57.1% | +42.5% | -99.5% | -61.3% |
| 3Y | +629.5% | +29.4% | +600.1% | +539.9% |
| 5Y | +147.7% | +15.8% | +131.9% | +139.9% |
| All | +147.7% | +15.9% | +131.8% | +139.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling