+195.6%
ASTS vs KHC
-15.4%
+211.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -0.8% | +14.9% | +14.1% |
| 7D | +1.5% | -2.0% | +3.6% | +1.6% |
| 30D | -27.6% | +9.7% | -37.3% | -28.1% |
| 3M | -48.7% | -2.0% | -46.7% | -48.6% |
| 6M | -50.8% | +5.4% | -56.3% | -51.3% |
| YTD | -49.2% | +5.9% | -55.1% | -49.7% |
| 1Y | -46.7% | +7.5% | -54.1% | -47.4% |
| 3Y | +793.2% | -12.4% | +805.6% | +799.2% |
| 5Y | +195.6% | -15.8% | +211.4% | +217.7% |
| All | +195.6% | -15.4% | +211.0% | +217.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling