There has been interest in recent years to assess the ability of astrophysical hydrodynamics codes to correctly model the Kelvin-Helmholtz instability. Smoothed particle hydrodynamics (SPH), in particular, has received significant attention, though there has yet to be a clear demonstration that SPH yields converged solutions that are in agreement with other methods. We have performed SPH simulations of the Kelvin-Helmholtz instability using the test problem put forward by Lecoanet et al (2016). We demonstrate that the SPH solutions converge to the reference solution in both the linear and non-linear regimes. Quantitative convergence in the strongly non-linear regime is achieved by using a physical Navier-Stokes viscosity and thermal conductivity. We conclude that standard SPH with an artificial viscosity can correctly capture the Kelvin-Helmholtz instability.