-12.6%
KSS vs SPY
+312.9%
-325.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -4.1% |
| 7D | -5.2% | -2.7% | -2.5% | -1.2% |
| 30D | +14.5% | -5.4% | +19.9% | +24.1% |
| 3M | +25.7% | -4.1% | +29.8% | +34.1% |
| 6M | +62.2% | +0.7% | +61.5% | +60.6% |
| YTD | +15.7% | +8.7% | +7.0% | +2.2% |
| 1Y | +41.7% | +10.9% | +30.8% | +22.2% |
| 3Y | +12.1% | +75.0% | -62.9% | -48.5% |
| 5Y | -45.9% | +67.8% | -113.7% | -72.9% |
| All | -12.6% | +312.9% | -325.4% | -85.7% |
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