+230.9%
ASTS vs KIM
+61.1%
+169.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.4% | +7.5% | +7.2% |
| 7D | -21.1% | +4.1% | -25.2% | -22.0% |
| 30D | -46.7% | +16.8% | -63.5% | -48.9% |
| 3M | -52.0% | +5.7% | -57.7% | -52.8% |
| 6M | -54.3% | +9.7% | -63.9% | -55.7% |
| YTD | -55.5% | +30.2% | -85.7% | -59.0% |
| 1Y | -50.5% | +32.1% | -82.6% | -54.7% |
| 3Y | +706.2% | +58.6% | +647.6% | +608.1% |
| 5Y | +165.2% | +31.2% | +134.1% | +142.1% |
| All | +230.9% | +61.1% | +169.8% | +201.9% |
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