+147.7%
ASTS vs KHC
-13.1%
+160.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.5% | -14.7% | -15.2% |
| 7D | -29.9% | +5.9% | -35.8% | -30.0% |
| 30D | -52.2% | +14.9% | -67.1% | -52.5% |
| 3M | -55.8% | 0.0% | -55.8% | -55.7% |
| 6M | -52.7% | +16.2% | -68.9% | -53.4% |
| YTD | -58.4% | +9.8% | -68.2% | -58.9% |
| 1Y | -57.1% | +12.1% | -69.2% | -57.7% |
| 3Y | +629.5% | -10.1% | +639.5% | +635.0% |
| 5Y | +147.7% | -13.9% | +161.6% | +164.2% |
| All | +147.7% | -13.1% | +160.8% | +164.2% |
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 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