-42.5%
KHC vs CBOE
+633.4%
-676.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +2.2% |
| 7D | +2.0% | +6.3% | -4.2% | +0.9% |
| 30D | +10.6% | +24.9% | -14.3% | +6.1% |
| 3M | +0.5% | +28.5% | -27.9% | -4.3% |
| 6M | +12.1% | +2.9% | +9.2% | +10.9% |
| YTD | +8.9% | +50.7% | -41.8% | -0.7% |
| 1Y | +7.5% | +45.5% | -38.0% | -1.3% |
| 3Y | -10.7% | +116.3% | -127.1% | -25.2% |
| 5Y | -13.2% | +204.3% | -217.5% | -33.1% |
| 10Y | -50.6% | +526.3% | -576.9% | -69.1% |
| All | -42.5% | +633.4% | -676.0% | -66.4% |
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