-43.0%
KHC vs CBOE
+473.1%
-516.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.5% |
| 7D | -2.2% | -4.6% | +2.4% | -1.4% |
| 30D | -0.1% | +2.6% | -2.7% | -0.7% |
| 3M | +8.3% | +4.9% | +3.4% | +6.8% |
| 6M | +5.0% | -2.2% | +7.1% | +4.4% |
| YTD | +8.0% | +17.7% | -9.7% | +3.2% |
| 1Y | -1.1% | +26.1% | -27.2% | -6.9% |
| 3Y | -10.7% | +97.1% | -107.8% | -24.2% |
| 5Y | -13.5% | +149.2% | -162.7% | -30.9% |
| 10Y | -55.4% | +385.1% | -440.5% | -70.6% |
| All | -43.0% | +473.1% | -516.1% | -65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling