+12.5%
KHC vs CBOE
+39.5%
-27.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.7% |
| 7D | +6.6% | +7.7% | -1.1% | +6.1% |
| 30D | +16.5% | +24.4% | -7.9% | +15.6% |
| 3M | -3.0% | +20.0% | -23.0% | -3.6% |
| 6M | +17.4% | +2.4% | +15.0% | +17.8% |
| YTD | +10.3% | +38.5% | -28.2% | +11.1% |
| 1Y | +12.5% | +39.0% | -26.5% | +13.0% |
| All | +12.5% | +39.5% | -27.0% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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