The doc at: http://docs.telerik.com/kendo-ui/api/javascript/ui/window#events-close
for the close event, does not mention that the argument passed to the function will have a "sender" property, which is the kendoWindow object reference.
Basically, all Kendo UI widgets pass the event object to the event handler, which contains event specific fileds. Also, all event objects have a sender field, which provides a reference to the widget instance that triggered the event.
For a more detailed list of the widget events and fields, which are available in the event object, you can refer to the kendo API reference section.