+1,445.0%
ASTS vs KVYO
-55.7%
+1,500.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -9.1% | +3.5% | -3.6% |
| 7D | 0.0% | -15.7% | +15.8% | +3.7% |
| 30D | -9.2% | -9.0% | -0.3% | -8.3% |
| 3M | -29.6% | +10.1% | -39.7% | -33.3% |
| 6M | -30.5% | -20.6% | -9.8% | -32.5% |
| YTD | -14.1% | -49.9% | +35.8% | -2.1% |
| 1Y | +69.1% | -49.4% | +118.5% | +90.8% |
| All | +1,445.0% | -55.7% | +1,500.8% | +1,594.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling