+277.6%
ASTS vs KGC
+427.3%
-149.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.7% | +11.4% | +13.6% |
| 7D | +1.5% | +11.1% | -9.6% | -0.5% |
| 30D | -27.6% | -3.7% | -23.9% | -27.1% |
| 3M | -48.7% | -17.2% | -31.5% | -47.1% |
| 6M | -50.8% | -27.3% | -23.6% | -48.3% |
| YTD | -49.2% | -18.5% | -30.7% | -47.1% |
| 1Y | -46.7% | -5.7% | -41.0% | -45.2% |
| 3Y | +793.2% | +336.5% | +456.8% | +703.8% |
| 5Y | +195.6% | +298.7% | -103.1% | +159.9% |
| All | +277.6% | +427.3% | -149.7% | +228.4% |
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