All charts and data below are with dividends reinvested. (Inflation adjustment is OFF !)

Total Real Returns

KMLM: Total Return Chart (with Dividends Reinvested)

KMLM total return snapshot: KMLM returned +16.08% over the past year and +12.10% YTD, with dividends reinvested. Since Dec. 2, 2020, KMLM is up +41.38% in nominal total return, or +6.02%/yr, and is currently −16.86% below its total-return high on Oct. 14, 2022.

Data ending Thu Nov. 5, 2026

Growth of $10,000

Wed 2020-12-02💬 to Thu 2026-11-05 Overall
Return 		Exponential
Trendline
KMLM × 		+41.38%
+6.02%/yr 		+1.87%/yr
R2=0.095
KFA Mount Lucas Index Strategy ETF Exchange-Traded Fund

Growth of $10,000 Summary

Wed 2020-12-02💬 to Thu 2026-11-05 Start
Value 		End
Value
KMLM × 		$10,000.00
2020-12-02 		$14,138.17
2026-11-05

This Year’s Performance

through 2026-11-05

  YTD YoY
KMLM × 		+12.10% +16.08%

Drawdowns

  Current
Drawdown 		Worst
Drawdown
KMLM × 		−16.86%
on 2026-11-05
from 2022-10-14 peak 		−31.01%
on 2025-06-20
from 2022-10-14 peak

Rolling Returns

Period ending Thu 2026-11-05 1 yr 2 yr 3 yr 5 yr 10 yr
KMLM × 		+16.08% +9.85%
+4.81%/yr 		−1.08%
−0.36%/yr 		+21.40%
+3.95%/yr 		—

Annual Returns

Year KMLM
2026 (YTD) +12.10%
2025 −2.98%
2024 −1.70%
2023 −5.66%
2022 +24.24%
2021 +7.04%
2020 +5.40%