All charts and data below are CPI-U inflation-adjusted and with dividends reinvested. (Why?)

Total Real Returns

KMLM: Total Real Return Chart (Dividends Reinvested, Inflation Adjusted)

KMLM real return snapshot: after CPI-U inflation, KMLM returned +7.50% over the past year and +3.20% YTD, with dividends reinvested. Since Dec. 2, 2020, KMLM is up +4.53% in real purchasing-power return, or +0.80%/yr, and is currently −29.76% below its real total-return high on Oct. 14, 2022.

Data ending Tue Jun. 16, 2026

Wed 2020-12-02💬 to Tue 2026-06-16 YTD
Return
1 Year
Return
KMLM
×
+3.20%
2026-06-16
+7.50%
2026-06-16
KFA Mount Lucas Index Strategy ETF NYSE Exchange-Traded Fund

Returns

Wed 2020-12-02💬 to Tue 2026-06-16 Overall
Return
Exponential
Trendline
KMLM
×
+4.53%
+0.80%/yr
−2.55%/yr
(R2=0.189)
KFA Mount Lucas Index Strategy ETF NYSE Exchange-Traded Fund

Growth of $10,000

Wed 2020-12-02💬 to Tue 2026-06-16 Start
Value
End
Value
KMLM
×
$10,000.00
2020-12-02
$10,453.22
2026-06-16
KFA Mount Lucas Index Strategy ETF NYSE Exchange-Traded Fund

Annual Returns

Year KMLM
2026 (YTD) +3.20%
2025 −5.51%
2024 −4.45%
2023 −8.72%
2022 +16.70%
2021 +0.00%
2020 +5.31%

Drawdowns

Wed 2020-12-02💬 to Tue 2026-06-16 Current
Drawdown
Worst
Drawdown
KMLM
×
−29.76%
from 2022-10-14 peak
−36.33%
2025-06-20
from 2022-10-14 peak
KFA Mount Lucas Index Strategy ETF NYSE Exchange-Traded Fund

Rolling Returns

Period ending Tue 2026-06-16 1
Year
2
Years
3
Years
5
Years
10
Years
KMLM
×
+7.50% −3.48%
−1.76%/yr
−12.16%
−4.23%/yr
−6.94%
−1.43%/yr
KFA Mount Lucas Index Strategy ETF NYSE Exchange-Traded Fund