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 +17.33% over the past year and +15.49% YTD, with dividends reinvested. Since Dec. 2, 2020, KMLM is up +45.66% in nominal total return, or +6.75%/yr, and is currently −14.34% below its total-return high on Oct. 14, 2022.

Data ending Fri Sep. 4, 2026

Growth of $10,000

Wed 2020-12-02💬 to Fri 2026-09-04 Overall
Return 		Exponential
Trendline
KMLM × 		+45.66%
+6.75%/yr 		+1.62%/yr
R2=0.069
KFA Mount Lucas Index Strategy ETF Exchange-Traded Fund

Growth of $10,000 Summary

Wed 2020-12-02💬 to Fri 2026-09-04 Start
Value 		End
Value
KMLM × 		$10,000.00
2020-12-02 		$14,565.87
2026-09-04

This Year’s Performance

through 2026-09-04

  YTD YoY
KMLM × 		+15.49% +17.33%

Drawdowns

  Current
Drawdown 		Worst
Drawdown
KMLM × 		−14.34%
on 2026-09-04
from 2022-10-14 peak 		−31.01%
on 2025-06-20
from 2022-10-14 peak

Rolling Returns

Period ending Fri 2026-09-04 1 yr 2 yr 3 yr 5 yr 10 yr
KMLM × 		+17.33% +7.57%
+3.72%/yr 		+1.03%
+0.34%/yr 		+29.48%
+5.30%/yr 		—

Annual Returns

Year KMLM
2026 (YTD) +15.49%
2025 −2.98%
2024 −1.70%
2023 −5.66%
2022 +24.24%
2021 +7.04%
2020 +5.40%