+160.4%
ASTS vs KIM
+34.6%
+125.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.8% |
| 7D | +0.8% | +0.1% | +0.7% | +0.9% |
| 30D | -22.6% | +14.1% | -36.8% | -30.0% |
| 3M | -54.4% | +6.0% | -60.4% | -56.5% |
| 6M | -56.4% | +13.2% | -69.7% | -61.2% |
| YTD | -55.1% | +30.4% | -85.5% | -64.9% |
| 1Y | -46.9% | +31.0% | -78.0% | -58.9% |
| 3Y | +715.0% | +67.6% | +647.4% | +388.6% |
| All | +160.4% | +34.6% | +125.8% | +99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling