+431.2%
ASTS vs KHC
-10.4%
+441.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | +7.3% | -1.8% | +9.1% | +7.5% |
| 30D | -8.9% | -1.9% | -7.0% | -8.7% |
| 3M | -41.9% | +14.4% | -56.3% | -43.1% |
| 6M | -40.6% | +8.7% | -49.3% | -41.4% |
| YTD | -14.2% | +7.8% | -22.0% | -15.3% |
| 1Y | +48.9% | -1.5% | +50.4% | +48.4% |
| 3Y | +1,461.7% | -9.9% | +1,471.5% | +1,464.1% |
| All | +431.2% | -10.4% | +441.6% | +442.9% |
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