Calculate the KS statistic for a credit score
Enter a scorecard’s bands with goods and bads. See the KS statistic, the band where they are furthest apart, and both cumulative curves in a minute.
KS statistic
The KS is 54.1% at [600,640). Counting from the riskiest band to there includes 76.6% of the bads and 22.5% of the goods.
Cumulative curves
The red line shows the share of bads counted from the riskiest band, and the dark line shows the share of goods. The orange line marks the widest gap, the KS.
Band results
| Score band | Goods | Bads | Bad rate | Cumulative bads | Cumulative goods | Gap |
|---|---|---|---|---|---|---|
| <520 | 800 | 420 | 34.4% | 28.5% | 2.8% | 25.7% |
| [520,560) | 1,300 | 310 | 19.3% | 49.5% | 7.3% | 42.2% |
| [560,600) | 1,900 | 230 | 10.8% | 65.1% | 13.8% | 51.2% |
| [600,640) | 2,500 | 170 | 6.4% | 76.6% | 22.5% | 54.1% |
| [640,680) | 3,000 | 120 | 3.8% | 84.7% | 32.9% | 51.9% |
| [680,720) | 3,400 | 85 | 2.4% | 90.5% | 44.6% | 45.9% |
| [720,760) | 3,700 | 60 | 1.6% | 94.6% | 57.4% | 37.1% |
| [760,800) | 3,900 | 40 | 1.0% | 97.3% | 70.9% | 26.4% |
| [800,840) | 4,100 | 25 | 0.6% | 99.0% | 85.1% | 13.9% |
| >=840 | 4,300 | 15 | 0.3% | 100.0% | 100.0% | 0.0% |
Get the result by email
The scorecard and its cut-off sit inside the credit decision as a table, with each change tested on past applications. Start free
Show the formulas
Cumulative bads = Σ Bads ÷ All bads (From riskiest band) Cumulative goods = Σ Goods ÷ All goods Gap = Cumulative bads − Cumulative goods KS = max Gap
The KS is read at band edges, so finer bands can give a slightly higher result. It measures separation and does not show whether predicted bad rates are right.
KS statistic for credit scoring
The KS statistic, also called the Kolmogorov-Smirnov statistic, measures the gap between cumulative shares of bads and goods. It is worked out from goods and bads grouped by score band.
The band with the widest gap shows where the score separates goods from bads most. That band can help locate a cut-off, and changes to the scorecard can be tested on past applications.
Common searches
How do I calculate the KS statistic for a credit score?
Group goods and bads by score band, then compare their cumulative shares from the riskiest band. The KS is the largest gap between those shares.
What does the KS statistic measure in credit scoring?
It measures the largest gap between the cumulative shares of bads and goods. The band where that gap is widest marks where the score separates them most.
What KS should a scorecard have?
There is no single KS value that applies to every scorecard. The result depends on the product and the data.
How is KS different from Gini?
KS is the largest gap between cumulative shares of bads and goods. The Gini coefficient is covered by a separate calculator, and a converter goes between Gini and KS.
Why does the KS peak band matter for a cut-off?
The peak band marks the widest gap between cumulative shares of bads and goods. It is often near where a cut-off belongs.