+209.1%
ASTS vs KIM
+61.8%
+147.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.0% | -14.3% | -15.0% |
| 7D | -29.9% | +5.0% | -34.8% | -30.8% |
| 30D | -52.2% | +15.8% | -67.9% | -54.0% |
| 3M | -55.8% | +4.3% | -60.1% | -56.4% |
| 6M | -52.7% | +11.4% | -64.1% | -54.4% |
| YTD | -58.4% | +30.8% | -89.2% | -61.8% |
| 1Y | -57.1% | +31.4% | -88.5% | -60.6% |
| 3Y | +629.5% | +57.7% | +571.8% | +541.6% |
| 5Y | +147.7% | +31.7% | +116.0% | +125.9% |
| All | +209.1% | +61.8% | +147.3% | +181.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling