+277.6%
ASTS vs KKR
+268.5%
+9.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +1.7% | +12.4% | +13.2% |
| 7D | +1.5% | +0.1% | +1.5% | +1.5% |
| 30D | -27.6% | +7.9% | -35.5% | -30.6% |
| 3M | -48.7% | -4.4% | -44.3% | -47.8% |
| 6M | -50.8% | -4.0% | -46.9% | -50.7% |
| YTD | -49.2% | -22.6% | -26.6% | -43.0% |
| 1Y | -46.7% | -18.6% | -28.1% | -41.4% |
| 3Y | +793.2% | +60.6% | +732.6% | +550.2% |
| 5Y | +195.6% | +28.4% | +167.2% | +122.2% |
| All | +277.6% | +268.5% | +9.0% | +154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KKR.
Daily Out/Under-Performance
Portfolio return minus KKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KKR 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 KKR 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