+253.1%
ASTS vs KGC
+377.9%
-124.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.5% | -2.2% | -5.1% |
| 7D | +14.2% | -4.1% | +18.3% | +15.3% |
| 30D | -26.7% | -11.6% | -15.1% | -25.0% |
| 3M | -53.6% | -24.5% | -29.0% | -51.2% |
| 6M | -52.7% | -34.6% | -18.2% | -49.3% |
| YTD | -52.5% | -26.2% | -26.3% | -49.6% |
| 1Y | -46.5% | -20.1% | -26.4% | -43.6% |
| 3Y | +700.5% | +312.4% | +388.1% | +632.6% |
| 5Y | +168.5% | +224.9% | -56.4% | +139.6% |
| All | +253.1% | +377.9% | -124.8% | +213.1% |
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