Comeback kid
How do you say that in spanish?
2 Answers
To explain it in Spanish, I would proffer the following:
una persona que esta perdiendo una competición, pero vuelve para ganar de algún modo...
Since there doesn't appear to be a word-for-word translation, how about un joven/chico/muchacho/galán que vuelve a las tablas?

However, comeback can refer to a "return insult." If someone teases you, makes fun of you, or insults you, a "comeback" is what you say in return, to make the original joker feel insulted right back, or embarrassed for having teased you originally.
So it depends on the context. Comeback Kid could be what cristalino said in most contexts. Or it could be a play on words for someone who is good at "comebacks" or insults to insult a person right back.