A Name Brand Paint sold under Another Name
Sherwin Williams is a "coatings" conglomerate. The brands they make include Dutch Boy, Krylon, Thompsons, Minwax, Pratt & Lambert, Duron, Purdy Brushes, and an undisclosed quantity of store brands.
Likewise, Kilz is made by MasterChem Industries, which in turn is a division of Masco, a huge building products conglomerate. Masco also makes Behr Paint (boo!), Delta Faucets, KraftMaid Cabinets, Arrow Fasteners, Merrillat Cabinets, BrassCraft Plumbing, Hansgrohe shower heads and Peerless Faucet, among others.
Pretty much every maker of paint has good products, and lousy ones. Each one is made to address a particular market segment. SW Duration is almost universally regarded here as a good paint. But you won't find anyone here that will suggest you use Thompson's Water seal, also made by SW. Likewise, the Dutch Boy sold at Wal-Mart is made to be a cheap, mid/low grade paint above all else. It will never come anywhere close to being as good a paint as Duration, and the formulations likely have little to do with each other.
Even within a single brand, there are good products and bad ones. Kilz Original primer is pretty decent, but Kilz II Latex primer is worse than awful.
Even if Sears paint is made by Masco, in the same factory as Kilz or Behr, that is no indication whatsoever of quality, or lack thereof. The factory will produce the quality of paint that the customer (which in this case is the store, not you) has decided to pay for. Even if Dutch Boy rolls off the same line as SW Duration, that doesn't tell you anything about what is in the can.
As a primary rule, you should buy your paint at a paint store, not a store with a paint dept. While there, you should purchase products near or at the top of their product lines. Your time is valuable, and you should not waste it using low-grade products. The lower-grade products sold at places like Sherwin Williams (i.e. StylePerfect, or ProMar 700) have very specific situations they should be used in, and that situation is NOT your typical residential re-paint.
Stay away from Big Box stores when buying paint. While they do indeed have some useful products hidden on the shelves (Kilz Original, Zinsser BIN), most of the stuff is junk (Behr, Kilz II, American Traditions, etc.)