+120.0%
ASTS vs KRMN
+32.3%
+87.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.7% | +6.8% | +6.5% |
| 7D | +18.5% | -3.4% | +21.9% | +20.8% |
| 30D | -8.1% | -31.8% | +23.7% | +14.5% |
| 3M | -28.2% | -20.0% | -8.1% | -19.0% |
| 6M | -26.1% | -60.5% | +34.4% | +23.8% |
| YTD | -9.0% | -45.8% | +36.8% | +31.3% |
| 1Y | +62.2% | -36.4% | +98.5% | +119.5% |
| All | +120.0% | +32.3% | +87.7% | +121.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling