+244.8%
ASTS vs KIM
+62.1%
+182.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.4% | -8.3% | -8.6% |
| 7D | -9.3% | +2.8% | -12.1% | -9.9% |
| 30D | -33.9% | +15.9% | -49.8% | -36.5% |
| 3M | -51.0% | +7.8% | -58.8% | -52.0% |
| 6M | -55.1% | +11.9% | -67.0% | -56.7% |
| YTD | -53.6% | +31.0% | -84.7% | -57.4% |
| 1Y | -51.0% | +32.3% | -83.3% | -55.1% |
| 3Y | +681.7% | +65.5% | +616.2% | +579.8% |
| 5Y | +182.4% | +37.2% | +145.2% | +157.0% |
| All | +244.8% | +62.1% | +182.8% | +214.2% |
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