-49.2%
ASTS vs KIM
+33.1%
-82.3%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.6% | -7.7% | -1.8% |
| 7D | -15.8% | +10.6% | -26.4% | -10.3% |
| 30D | -39.0% | +17.5% | -56.5% | -32.6% |
| 3M | -49.3% | +4.7% | -54.0% | -48.0% |
| 6M | -47.9% | +13.1% | -61.1% | -44.6% |
| YTD | -51.0% | +32.1% | -83.0% | -39.6% |
| 1Y | -49.2% | +32.7% | -81.8% | -37.5% |
| All | -49.2% | +33.1% | -82.3% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling