+537.8%
ASTS vs KGC
+612.3%
-74.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.7% |
| 7D | +7.3% | -1.3% | +8.6% | +7.6% |
| 30D | -8.9% | +20.3% | -29.2% | -11.8% |
| 3M | -41.9% | +8.1% | -50.0% | -42.8% |
| 6M | -40.6% | -8.8% | -31.8% | -40.0% |
| YTD | -14.2% | +10.1% | -24.3% | -15.1% |
| 1Y | +48.9% | +44.2% | +4.6% | +43.6% |
| 3Y | +1,461.7% | +533.0% | +928.6% | +1,229.2% |
| 5Y | +404.1% | +443.0% | -38.9% | +321.6% |
| All | +537.8% | +612.3% | -74.6% | +427.0% |
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