Your average desktop/laptop CPU runs a blackbox like Intel AMT or AMD PSP which is basically an always active mini-CPU that runs in the background and is OS-agnostic. If you consider your OS max privilege level as ring 0, this is ring -1.
If/when someone manage to conpromise those, they can basically take over your computer, and Intel/AMD doesn't provide any sort of killswitch or physical way of disabling it.