+1,505.9%
ASTS vs KIM
+46.3%
+1,459.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +7.3% | +0.4% | +6.9% | +7.1% |
| 30D | -8.9% | -4.0% | -4.9% | -7.2% |
| 3M | -41.9% | +0.5% | -42.5% | -43.2% |
| 6M | -40.6% | +3.6% | -44.2% | -42.8% |
| YTD | -14.2% | +20.4% | -34.6% | -25.3% |
| 1Y | +48.9% | +9.7% | +39.2% | +37.6% |
| All | +1,505.9% | +46.3% | +1,459.6% | +1,069.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling