-52.7%
ASTS vs KIM
+12.0%
-64.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.0% | -14.3% | -15.8% |
| 7D | -29.9% | +5.0% | -34.8% | -27.4% |
| 30D | -52.2% | +15.8% | -67.9% | -47.5% |
| 3M | -55.8% | +4.3% | -60.1% | -54.9% |
| 6M | -52.7% | +11.4% | -64.1% | -55.7% |
| All | -52.7% | +12.0% | -64.8% | -55.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling