+274.8%
ASTS vs KMB
+6.0%
+268.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.7% | +10.4% | +8.5% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | -28.8% | +10.2% | -39.1% | -28.1% |
| 3M | -48.9% | +1.5% | -50.3% | -48.8% |
| 6M | -55.6% | +16.6% | -72.3% | -54.8% |
| YTD | -49.6% | +12.1% | -61.6% | -48.8% |
| 1Y | -46.1% | +11.1% | -57.1% | -45.3% |
| 3Y | +749.7% | +1.9% | +747.7% | +758.3% |
| 5Y | +193.2% | -1.3% | +194.5% | +194.6% |
| All | +274.8% | +6.0% | +268.8% | +279.0% |
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