-54.3%
ASTS vs KHC
+9.9%
-64.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.8% | +9.9% | +6.0% |
| 7D | -21.1% | +1.1% | -22.2% | -20.7% |
| 30D | -46.7% | +12.0% | -58.7% | -45.6% |
| 3M | -52.0% | +0.2% | -52.2% | -51.4% |
| 6M | -54.3% | +10.3% | -64.6% | -54.8% |
| All | -54.3% | +9.9% | -64.1% | -54.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling