-13.6%
KHC vs CBOE
+145.0%
-158.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.7% |
| 7D | -2.5% | -3.7% | +1.2% | -2.1% |
| 30D | +0.5% | +2.0% | -1.4% | +0.1% |
| 3M | +3.0% | -4.2% | +7.3% | +3.4% |
| 6M | +6.6% | +1.2% | +5.5% | +5.7% |
| YTD | +5.8% | +15.4% | -9.6% | +2.6% |
| 1Y | -2.2% | +23.5% | -25.7% | -6.3% |
| 3Y | -12.5% | +93.2% | -105.7% | -22.0% |
| 5Y | -13.6% | +142.0% | -155.5% | -26.0% |
| All | -13.6% | +145.0% | -158.6% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling