-43.9%
KSS vs SPY
+67.0%
-110.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.4% | -1.3% | +1.2% |
| 7D | -2.4% | -4.7% | +2.3% | +5.4% |
| 30D | +21.8% | -5.9% | +27.7% | +33.8% |
| 3M | +22.4% | -4.5% | +26.9% | +32.1% |
| 6M | +70.2% | +1.8% | +68.4% | +65.4% |
| YTD | +20.0% | +8.3% | +11.7% | +5.4% |
| 1Y | +40.4% | +9.3% | +31.0% | +22.3% |
| 3Y | +17.5% | +74.9% | -57.3% | -48.7% |
| 5Y | -43.9% | +67.3% | -111.1% | -73.5% |
| All | -43.9% | +67.0% | -110.9% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling