+209.1%
ASTS vs KGC
+398.2%
-189.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.8% | -16.0% | -15.4% |
| 7D | -29.9% | 0.0% | -29.8% | -30.0% |
| 30D | -52.2% | -9.3% | -42.8% | -51.4% |
| 3M | -55.8% | -15.9% | -40.0% | -54.6% |
| 6M | -52.7% | -24.9% | -27.9% | -50.4% |
| YTD | -58.4% | -23.0% | -35.4% | -56.3% |
| 1Y | -57.1% | -9.9% | -47.1% | -55.5% |
| 3Y | +629.5% | +301.2% | +328.2% | +563.8% |
| 5Y | +147.7% | +278.5% | -130.8% | +119.9% |
| All | +209.1% | +398.2% | -189.1% | +171.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling