+253.1%
ASTS vs KHC
+8.0%
+245.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.9% | -6.7% | -5.8% |
| 7D | +14.2% | -3.3% | +17.6% | +14.2% |
| 30D | -26.7% | +9.1% | -35.8% | -26.8% |
| 3M | -53.6% | +1.4% | -55.0% | -53.6% |
| 6M | -52.7% | +8.4% | -61.1% | -52.8% |
| YTD | -52.5% | +6.2% | -58.7% | -52.6% |
| 1Y | -46.5% | +5.7% | -52.2% | -46.7% |
| 3Y | +700.5% | -12.0% | +712.5% | +702.3% |
| 5Y | +168.5% | -15.3% | +183.8% | +171.2% |
| All | +253.1% | +8.0% | +245.2% | +255.2% |
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 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