+160.4%
ASTS vs KGC
+226.6%
-66.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.6% |
| 7D | +0.8% | -6.7% | +7.5% | +3.3% |
| 30D | -22.6% | -6.7% | -16.0% | -21.0% |
| 3M | -54.4% | -22.6% | -31.8% | -50.8% |
| 6M | -56.4% | -33.4% | -23.0% | -51.0% |
| YTD | -55.1% | -26.0% | -29.1% | -50.5% |
| 1Y | -46.9% | -18.3% | -28.6% | -42.6% |
| 3Y | +715.0% | +315.8% | +399.2% | +506.6% |
| All | +160.4% | +226.6% | -66.3% | +104.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling