+233.7%
ASTS vs KGC
+379.0%
-145.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.6% |
| 7D | +0.8% | -6.7% | +7.5% | +2.3% |
| 30D | -22.6% | -6.7% | -16.0% | -21.7% |
| 3M | -54.4% | -22.6% | -31.8% | -52.3% |
| 6M | -56.4% | -33.4% | -23.0% | -53.4% |
| YTD | -55.1% | -26.0% | -29.1% | -52.4% |
| 1Y | -46.9% | -18.3% | -28.6% | -44.2% |
| 3Y | +715.0% | +315.8% | +399.2% | +645.3% |
| 5Y | +153.7% | +225.7% | -72.0% | +126.3% |
| All | +233.7% | +379.0% | -145.4% | +195.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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