+81.6%
KO vs ASTS
+455.6%
-374.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.1% | -5.8% | +0.3% |
| 7D | +0.4% | +18.5% | -18.1% | +0.4% |
| 30D | +1.5% | -8.1% | +9.6% | +1.5% |
| 3M | +11.8% | -28.2% | +40.0% | +11.9% |
| 6M | +16.2% | -26.1% | +42.3% | +16.2% |
| YTD | +28.1% | -9.0% | +37.0% | +27.9% |
| 1Y | +34.8% | +62.2% | -27.4% | +33.8% |
| 3Y | +65.5% | +1,621.9% | -1,556.4% | +56.3% |
| 5Y | +81.6% | +457.0% | -375.5% | +71.2% |
| All | +81.6% | +455.6% | -374.1% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling