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 +19.55% over the past year and +19.38% YTD, with dividends reinvested. Since Dec. 2, 2020, KMLM is up +50.57% in nominal total return, or +7.22%/yr, and is currently −11.45% below its total-return high on Oct. 14, 2022.

Data ending Fri Oct. 16, 2026

Growth of $10,000

Wed 2020-12-02💬 to Fri 2026-10-16 Overall
Return 		Exponential
Trendline
KMLM × 		+50.57%
+7.22%/yr 		+1.81%/yr
R2=0.088
KFA Mount Lucas Index Strategy ETF Exchange-Traded Fund

Growth of $10,000 Summary

Wed 2020-12-02💬 to Fri 2026-10-16 Start
Value 		End
Value
KMLM × 		$10,000.00
2020-12-02 		$15,056.74
2026-10-16

This Year’s Performance

through 2026-10-16

  YTD YoY
KMLM × 		+19.38% +19.55%

Drawdowns

  Current
Drawdown 		Worst
Drawdown
KMLM × 		−11.45%
on 2026-10-16
from 2022-10-14 peak 		−31.01%
on 2025-06-20
from 2022-10-14 peak

Rolling Returns

Period ending Fri 2026-10-16 1 yr 2 yr 3 yr 5 yr 10 yr
KMLM × 		+19.55% +15.54%
+7.49%/yr 		+2.23%
+0.74%/yr 		+26.22%
+4.77%/yr 		—

Annual Returns

Year KMLM
2026 (YTD) +19.38%
2025 −2.98%
2024 −1.70%
2023 −5.66%
2022 +24.24%
2021 +7.04%
2020 +5.40%