-49.2%
ASTS vs KHC
+11.6%
-60.8%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.8% | -7.9% | -3.3% |
| 7D | -15.8% | +6.6% | -22.4% | -14.6% |
| 30D | -39.0% | +16.5% | -55.5% | -37.8% |
| 3M | -49.3% | -3.0% | -46.4% | -48.9% |
| 6M | -47.9% | +17.4% | -65.3% | -47.3% |
| YTD | -51.0% | +10.3% | -61.3% | -52.3% |
| 1Y | -49.2% | +12.5% | -61.6% | -54.2% |
| All | -49.2% | +11.6% | -60.8% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 1y: compounded portfolio wealth divided by compounded KHC 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…
1y analysis · Full analysis span regression · 6 months rolling