+48.9%
ASTS vs KVYO
-39.6%
+88.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.8% | +6.1% | -0.3% |
| 7D | +7.3% | -7.6% | +15.0% | +6.5% |
| 30D | -8.9% | -3.6% | -5.3% | -8.8% |
| 3M | -41.9% | +17.9% | -59.9% | -40.8% |
| 6M | -40.6% | -4.7% | -35.9% | -41.0% |
| YTD | -14.2% | -42.7% | +28.5% | -9.7% |
| 1Y | +48.9% | -40.3% | +89.1% | +58.0% |
| All | +48.9% | -39.6% | +88.5% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KVYO.
Daily Out/Under-Performance
Portfolio return minus KVYO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVYO 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 1y: compounded portfolio wealth divided by compounded KVYO 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…
1y analysis · Full analysis span regression · 6 months rolling