+174.0%
ASTS vs KHC
-16.5%
+190.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.8% | +9.9% | +7.1% |
| 7D | -21.1% | +1.1% | -22.2% | -21.1% |
| 30D | -46.7% | +12.0% | -58.7% | -47.1% |
| 3M | -52.0% | +0.2% | -52.2% | -52.0% |
| 6M | -54.3% | +10.3% | -64.6% | -54.8% |
| YTD | -55.5% | +6.7% | -62.2% | -55.9% |
| 1Y | -50.5% | +10.9% | -61.3% | -51.3% |
| 3Y | +706.2% | -12.6% | +718.9% | +712.8% |
| All | +174.0% | -16.5% | +190.5% | +200.9% |
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