+100.0%
KO vs ASTS
+513.2%
-413.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +0.3% |
| 7D | -1.1% | -3.6% | +2.5% | -1.1% |
| 30D | +1.6% | -16.4% | +17.9% | +1.5% |
| 3M | +5.8% | -31.4% | +37.1% | +5.8% |
| 6M | +14.3% | -31.6% | +45.8% | +14.3% |
| YTD | +27.3% | -17.5% | +44.8% | +27.2% |
| 1Y | +33.2% | +59.4% | -26.2% | +32.5% |
| 3Y | +64.5% | +1,460.2% | -1,395.7% | +58.3% |
| 5Y | +83.1% | +413.4% | -330.3% | +76.9% |
| All | +100.0% | +513.2% | -413.2% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 ASTS 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