+775.6%
KSS vs SPY
+3,091.8%
-2,316.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.9% |
| 7D | +11.1% | +0.1% | +11.0% | +11.0% |
| 30D | -1.1% | +0.1% | -1.2% | -1.0% |
| 3M | +22.8% | +2.0% | +20.8% | +20.2% |
| 6M | +29.4% | +13.0% | +16.4% | +13.8% |
| YTD | -3.0% | +13.5% | -16.6% | -15.3% |
| 1Y | +22.1% | +20.0% | +2.1% | +1.4% |
| 3Y | -10.3% | +77.2% | -87.5% | -48.9% |
| 5Y | -52.4% | +81.9% | -134.3% | -72.7% |
| 10Y | -26.2% | +314.1% | -340.3% | -79.7% |
| All | +775.6% | +3,091.8% | -2,316.2% | -59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling