-55.8%
ASTS vs KMB
+0.6%
-56.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +1.5% | -16.8% | -15.2% |
| 7D | -29.9% | +0.4% | -30.3% | -29.4% |
| 30D | -52.2% | +14.1% | -66.3% | -55.9% |
| 3M | -55.8% | -0.5% | -55.3% | -55.2% |
| All | -55.8% | +0.6% | -56.4% | -55.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling