+274.8%
ASTS vs KRE
+63.0%
+211.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.2% | +8.9% | +8.8% |
| 7D | +2.8% | -1.6% | +4.4% | +3.9% |
| 30D | -28.8% | +4.9% | -33.7% | -30.4% |
| 3M | -48.9% | -4.5% | -44.4% | -47.7% |
| 6M | -55.6% | +7.7% | -63.3% | -57.4% |
| YTD | -49.6% | +14.5% | -64.1% | -53.0% |
| 1Y | -46.1% | +21.5% | -67.6% | -51.0% |
| 3Y | +749.7% | +91.2% | +658.4% | +544.2% |
| 5Y | +193.2% | +11.8% | +181.4% | +161.6% |
| All | +274.8% | +63.0% | +211.8% | +228.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 10y: compounded portfolio wealth divided by compounded KRE 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…
10y analysis · Full analysis span regression · 6 months rolling