+1,381.7%
ASTS vs KVYO
-55.5%
+1,437.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.4% |
| 7D | -3.9% | -12.1% | +8.2% | -1.3% |
| 30D | -19.4% | -5.2% | -14.3% | -19.3% |
| 3M | -38.6% | +14.5% | -53.1% | -42.4% |
| 6M | -32.1% | -17.6% | -14.5% | -35.0% |
| YTD | -17.6% | -49.6% | +32.0% | -6.2% |
| 1Y | +56.0% | -48.6% | +104.6% | +74.9% |
| All | +1,381.7% | -55.5% | +1,437.2% | +1,523.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling