+983.8%
KSS vs SPY
+2,945.2%
-1,961.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.4% | -1.3% | -1.0% |
| 7D | -2.4% | -4.7% | +2.3% | +2.9% |
| 30D | +21.8% | -5.9% | +27.7% | +30.0% |
| 3M | +22.4% | -4.5% | +26.9% | +29.1% |
| 6M | +70.2% | +1.8% | +68.4% | +67.4% |
| YTD | +20.0% | +8.3% | +11.7% | +10.5% |
| 1Y | +40.4% | +9.3% | +31.0% | +28.7% |
| 3Y | +17.5% | +74.9% | -57.3% | -32.0% |
| 5Y | -43.9% | +67.3% | -111.1% | -64.8% |
| 10Y | -7.1% | +311.6% | -318.7% | -74.0% |
| All | +983.8% | +2,945.2% | -1,961.4% | -47.7% |
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