+107.7%
ASTS vs KRMN
+17.4%
+90.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -11.3% | +5.7% | +1.1% |
| 7D | 0.0% | -12.9% | +12.9% | +8.2% |
| 30D | -9.2% | -43.3% | +34.1% | +26.5% |
| 3M | -29.6% | -27.2% | -2.4% | -16.3% |
| 6M | -30.5% | -66.8% | +36.3% | +28.8% |
| YTD | -14.1% | -51.9% | +37.8% | +32.7% |
| 1Y | +69.1% | -43.7% | +112.8% | +145.3% |
| All | +107.7% | +17.4% | +90.3% | +123.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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