He started off on 2 February by tying Austrian great Hermann Maier for gold in super-G. Four days later, in the downhill at nearby Beaver Creek, Kjus settled for silver, 0.31 seconds behind Maier. On 9 February in the combined event, he narrowly missed his second gold, finishing in silver-medal position only 0.16 seconds behind compatriot Kjetil André Aamodt. With momentum building, Kjus captured gold in the giant slalom on 12 February, and then finished off his remarkable run two days later with silver in his weakest event, slalom. He had the lead after the first of two runs of slalom, but skied conservatively to assure he would win a fifth medal. He finished a scant 0.11 seconds behind Kalle Palander of Finland over two runs. Reflecting on his performance that day and the entire fortnight in Colorado, Kjus said "I always try my best, but I could never have dreamed ... maybe I could have skied faster in the second run, but I didn't want to be too aggressive. I knew I could get a podium, and that's all I wanted." He missed winning all five gold medals by a combined total of slightly more than half a second (0.58 seconds). Most impressively, he performed the feat while suffering from a chest infection which had dogged him all winter and often left him coughing and wheezing at the bottom of courses.
Those who have seen the live-broadcasting of his slalom at the Lauberhorn race in Wengen, Switzerland, on 17 January 1999, will never forget how he got out of the starting gate, got caught with the tip of his right ski, went backwards through the first gate and finished third in the end – his best World Cup slalom result ever, documented on a YouTube video
Kjus raced for 17 seasons on the World Cup circuit; his first race was in January 1990 in Alta Badia, Italy, and his last in March 2006 in Åre, Sweden. He won 18 World Cup events (10 in downhill, 2 in super-G, 2 in giant slalom and 4 combined), attained 60 podiums, and had 150 top ten finishes.