-7.3%
KSS vs SPY
+77.4%
-84.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.2% |
| 7D | +11.1% | +0.1% | +11.0% | +10.9% |
| 30D | -1.1% | +0.1% | -1.2% | -1.0% |
| 3M | +22.8% | +2.0% | +20.8% | +18.6% |
| 6M | +29.4% | +13.0% | +16.4% | +4.9% |
| YTD | -3.0% | +13.5% | -16.6% | -22.3% |
| 1Y | +22.1% | +20.0% | +2.1% | -10.0% |
| All | -7.3% | +77.4% | -84.7% | -66.0% |
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