+277.6%
ASTS vs KIM
+62.7%
+214.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +1.0% | +13.1% | +13.8% |
| 7D | +1.5% | +2.8% | -1.3% | +0.8% |
| 30D | -27.6% | +16.3% | -44.0% | -30.5% |
| 3M | -48.7% | +6.6% | -55.4% | -49.7% |
| 6M | -50.8% | +12.3% | -63.2% | -52.7% |
| YTD | -49.2% | +31.6% | -80.8% | -53.3% |
| 1Y | -46.7% | +31.5% | -78.2% | -51.1% |
| 3Y | +793.2% | +68.0% | +725.2% | +674.0% |
| 5Y | +195.6% | +38.7% | +156.9% | +168.6% |
| All | +277.6% | +62.7% | +214.9% | +243.7% |
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