+244.8%
ASTS vs KHC
+6.9%
+237.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.7% | -7.9% | -8.7% |
| 7D | -9.3% | -1.1% | -8.2% | -9.3% |
| 30D | -33.9% | +8.8% | -42.7% | -34.0% |
| 3M | -51.0% | -1.2% | -49.8% | -51.0% |
| 6M | -55.1% | +4.6% | -59.8% | -55.2% |
| YTD | -53.6% | +5.1% | -58.7% | -53.8% |
| 1Y | -51.0% | +6.2% | -57.2% | -51.2% |
| 3Y | +681.7% | -12.9% | +694.6% | +683.4% |
| 5Y | +182.4% | -16.8% | +199.2% | +185.2% |
| All | +244.8% | +6.9% | +237.9% | +246.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling