+230.9%
ASTS vs KMB
+5.6%
+225.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.8% | +8.9% | +6.8% |
| 7D | -21.1% | +0.5% | -21.5% | -21.0% |
| 30D | -46.7% | +12.4% | -59.1% | -46.0% |
| 3M | -52.0% | +1.0% | -53.0% | -52.0% |
| 6M | -54.3% | +12.1% | -66.4% | -53.5% |
| YTD | -55.5% | +11.6% | -67.1% | -54.8% |
| 1Y | -50.5% | +13.1% | -63.6% | -49.7% |
| 3Y | +706.2% | +1.6% | +704.7% | +714.4% |
| 5Y | +165.2% | -0.3% | +165.5% | +166.9% |
| All | +230.9% | +5.6% | +225.3% | +234.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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