+174.0%
ASTS vs KMI
+128.7%
+45.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.8% | +7.8% | +7.5% |
| 7D | -21.1% | -10.8% | -10.3% | -15.4% |
| 30D | -46.7% | -5.0% | -41.7% | -45.1% |
| 3M | -52.0% | -3.4% | -48.6% | -51.3% |
| 6M | -54.3% | -3.4% | -50.9% | -54.5% |
| YTD | -55.5% | +13.1% | -68.6% | -60.4% |
| 1Y | -50.5% | +19.0% | -69.5% | -57.4% |
| 3Y | +706.2% | +106.1% | +600.1% | +349.8% |
| All | +174.0% | +128.7% | +45.3% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 5y: compounded portfolio wealth divided by compounded KMI 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…
5y analysis · Full analysis span regression · 6 months rolling