+160.4%
ASTS vs KMI
+148.3%
+12.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.3% |
| 7D | +0.8% | +6.5% | -5.7% | -2.8% |
| 30D | -22.6% | -3.4% | -19.2% | -21.0% |
| 3M | -54.4% | +0.4% | -54.8% | -54.7% |
| 6M | -56.4% | -0.9% | -55.5% | -57.1% |
| YTD | -55.1% | +20.5% | -75.6% | -61.5% |
| 1Y | -46.9% | +23.2% | -70.1% | -55.2% |
| 3Y | +715.0% | +121.6% | +593.4% | +334.9% |
| All | +160.4% | +148.3% | +12.0% | +31.1% |
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