+230.9%
ASTS vs KRE
+61.3%
+169.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.2% | +7.2% | +7.1% |
| 7D | -21.1% | +0.3% | -21.4% | -21.2% |
| 30D | -46.7% | +4.8% | -51.5% | -47.9% |
| 3M | -52.0% | -5.1% | -46.9% | -50.8% |
| 6M | -54.3% | +3.3% | -57.5% | -55.3% |
| YTD | -55.5% | +13.3% | -68.8% | -58.3% |
| 1Y | -50.5% | +22.9% | -73.3% | -55.3% |
| 3Y | +706.2% | +82.1% | +624.1% | +522.7% |
| 5Y | +165.2% | +11.0% | +154.2% | +137.5% |
| All | +230.9% | +61.3% | +169.6% | +190.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling