+537.8%
ASTS vs KMI
+130.7%
+407.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +7.3% | -0.5% | +7.8% | +7.5% |
| 30D | -8.9% | +0.9% | -9.8% | -9.3% |
| 3M | -41.9% | 0.0% | -41.9% | -42.5% |
| 6M | -40.6% | -5.7% | -34.9% | -40.1% |
| YTD | -14.2% | +17.5% | -31.7% | -18.9% |
| 1Y | +48.9% | +22.3% | +26.6% | +38.9% |
| 3Y | +1,461.7% | +111.9% | +1,349.7% | +1,185.7% |
| 5Y | +404.1% | +151.8% | +252.3% | +311.6% |
| All | +537.8% | +130.7% | +407.0% | +426.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling