+537.8%
ASTS vs KIM
+49.0%
+488.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +7.3% | +0.4% | +6.9% | +7.2% |
| 30D | -8.9% | -4.0% | -4.9% | -8.0% |
| 3M | -41.9% | +0.5% | -42.5% | -42.4% |
| 6M | -40.6% | +3.6% | -44.2% | -41.5% |
| YTD | -14.2% | +20.4% | -34.6% | -19.3% |
| 1Y | +48.9% | +9.7% | +39.2% | +43.5% |
| 3Y | +1,461.7% | +46.0% | +1,415.7% | +1,304.6% |
| 5Y | +404.1% | +34.4% | +369.7% | +368.1% |
| All | +537.8% | +49.0% | +488.8% | +494.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling