-52.0%
KSS vs SPY
+82.0%
-134.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.1% |
| 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% | +18.8% |
| 6M | +29.4% | +13.0% | +16.4% | +6.5% |
| YTD | -3.0% | +13.5% | -16.6% | -21.0% |
| 1Y | +22.1% | +20.0% | +2.1% | -7.9% |
| 3Y | -10.3% | +77.2% | -87.5% | -61.9% |
| All | -52.0% | +82.0% | -134.1% | -80.3% |
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 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