+209.1%
ASTS vs KMB
+7.5%
+201.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +1.5% | -16.8% | -15.0% |
| 7D | -29.9% | +0.4% | -30.3% | -29.8% |
| 30D | -52.2% | +14.1% | -66.3% | -51.5% |
| 3M | -55.8% | -0.5% | -55.3% | -55.9% |
| 6M | -52.7% | +16.6% | -69.3% | -51.8% |
| YTD | -58.4% | +13.7% | -72.1% | -57.7% |
| 1Y | -57.1% | +16.1% | -73.1% | -56.3% |
| 3Y | +629.5% | +4.7% | +624.8% | +638.5% |
| 5Y | +147.7% | +1.5% | +146.2% | +149.8% |
| All | +209.1% | +7.5% | +201.6% | +213.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling