+16.3%
KSS vs SPY
+74.5%
-58.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.4% | -1.3% | +1.6% |
| 7D | -2.4% | -4.7% | +2.3% | +5.8% |
| 30D | +21.8% | -5.9% | +27.7% | +34.5% |
| 3M | +22.4% | -4.5% | +26.9% | +32.6% |
| 6M | +70.2% | +1.8% | +68.4% | +64.7% |
| YTD | +20.0% | +8.3% | +11.7% | +3.9% |
| 1Y | +40.4% | +9.3% | +31.0% | +20.3% |
| All | +16.3% | +74.5% | -58.3% | -62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling