A new concept introduced in COBOL 2000. That is EXIT PERFORM.
EXIT [TO TEST OF] PERFORM
This statement can be used in the body of an in-line PERFORM statement either to exit the statement completely or go to the next iteration. For example, you might use EXIT PEFORM like this:
PERFORM VARYING IX FROM 1 BY 1 UNTIL IX > 12
IF SALARY(IX) IS ZERO