+244.8%
ASTS vs KMB
+7.8%
+237.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.0% | -7.6% | -8.8% |
| 7D | -9.3% | +6.0% | -15.3% | -8.7% |
| 30D | -33.9% | +13.5% | -47.4% | -33.0% |
| 3M | -51.0% | +3.8% | -54.8% | -50.8% |
| 6M | -55.1% | +15.6% | -70.7% | -54.3% |
| YTD | -53.6% | +14.0% | -67.6% | -52.8% |
| 1Y | -51.0% | +12.9% | -63.9% | -50.2% |
| 3Y | +681.7% | +3.7% | +678.0% | +691.0% |
| 5Y | +182.4% | -0.1% | +182.5% | +184.1% |
| All | +244.8% | +7.8% | +237.0% | +249.3% |
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