-25.8%
KSS vs SPY
+307.0%
-332.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.7% |
| 7D | +4.2% | +2.6% | +1.6% | +0.4% |
| 30D | +13.5% | -2.0% | +15.5% | +16.9% |
| 3M | +23.2% | -2.8% | +25.9% | +28.8% |
| 6M | +101.6% | +2.1% | +99.4% | +95.9% |
| YTD | +20.5% | +11.5% | +9.0% | +2.6% |
| 1Y | +41.3% | +13.5% | +27.8% | +17.8% |
| 3Y | +38.6% | +77.7% | -39.1% | -37.6% |
| 5Y | -42.8% | +72.6% | -115.4% | -72.4% |
| All | -25.8% | +307.0% | -332.8% | -88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling