-46.3%
ASTS vs KHC
+7.4%
-53.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -0.8% | +14.9% | +13.9% |
| 7D | +1.5% | -2.0% | +3.6% | +1.1% |
| 30D | -27.6% | +9.7% | -37.3% | -26.5% |
| 3M | -48.7% | -2.0% | -46.7% | -48.5% |
| 6M | -50.8% | +5.4% | -56.3% | -50.6% |
| YTD | -49.2% | +5.9% | -55.1% | -51.9% |
| All | -46.3% | +7.4% | -53.7% | -48.5% |
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