-2.2%
KHC vs CBOE
+24.1%
-26.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | -2.5% | -3.7% | +1.2% | -2.4% |
| 30D | +0.5% | +2.0% | -1.4% | +0.3% |
| 3M | +3.0% | -4.2% | +7.3% | +3.4% |
| 6M | +6.6% | +1.2% | +5.5% | +6.1% |
| YTD | +5.8% | +15.4% | -9.6% | +4.7% |
| 1Y | -2.2% | +23.5% | -25.7% | -4.6% |
| All | -2.2% | +24.1% | -26.3% | -4.6% |
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