+512.7%
ASTS vs KTOS
+145.6%
+367.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | -3.9% | -2.4% | -1.6% | -2.8% |
| 30D | -19.4% | -26.8% | +7.4% | -7.0% |
| 3M | -38.6% | -20.6% | -18.1% | -31.5% |
| 6M | -32.1% | -47.5% | +15.4% | -9.4% |
| YTD | -17.6% | -38.5% | +20.9% | +4.1% |
| 1Y | +56.0% | -31.0% | +87.0% | +90.7% |
| 3Y | +1,438.8% | +216.5% | +1,222.3% | +1,031.0% |
| 5Y | +412.9% | +105.7% | +307.3% | +289.3% |
| All | +512.7% | +145.6% | +367.1% | +371.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS 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 KTOS 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