+209.1%
ASTS vs KHC
+11.7%
+197.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.5% | -14.7% | -15.2% |
| 7D | -29.9% | +5.9% | -35.8% | -29.8% |
| 30D | -52.2% | +14.9% | -67.1% | -52.2% |
| 3M | -55.8% | 0.0% | -55.8% | -55.8% |
| 6M | -52.7% | +16.2% | -68.9% | -52.9% |
| YTD | -58.4% | +9.8% | -68.2% | -58.5% |
| 1Y | -57.1% | +12.1% | -69.2% | -57.2% |
| 3Y | +629.5% | -10.1% | +639.5% | +631.6% |
| 5Y | +147.7% | -13.9% | +161.6% | +150.2% |
| All | +209.1% | +11.7% | +197.4% | +211.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling