+653.1%
ASTS vs KHC
-10.2%
+663.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.5% | -14.7% | -15.2% |
| 7D | -29.9% | +5.9% | -35.8% | -29.7% |
| 30D | -52.2% | +14.9% | -67.1% | -52.1% |
| 3M | -55.8% | 0.0% | -55.8% | -55.6% |
| 6M | -52.7% | +16.2% | -68.9% | -53.0% |
| YTD | -58.4% | +9.8% | -68.2% | -58.6% |
| 1Y | -57.1% | +12.1% | -69.2% | -57.4% |
| All | +653.1% | -10.2% | +663.3% | +1,151.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling