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 +15.79% over the past year and +12.05% YTD, with dividends reinvested. Since Dec. 2, 2020, KMLM is up +13.49% in real purchasing-power return, or +2.35%/yr, and is currently −23.74% below its real total-return high on Oct. 14, 2022.

Wed 2020-12-02? to Tue 2026-05-19 YTD
Return
1 Year
Return
KMLM
×
+12.05%
2026-05-19
+15.79%
2026-05-19
KFA Mount Lucas Index Strategy ETF Exchange-Traded Fund

Returns

Wed 2020-12-02? to Tue 2026-05-19 Overall
Return
Exponential
Trendline
KMLM
×
+13.49%
+2.35%/yr
−2.58%/yr
(R2=0.187)
KFA Mount Lucas Index Strategy ETF Exchange-Traded Fund

Growth of $10,000

Wed 2020-12-02? to Tue 2026-05-19 Start
Value
End
Value
KMLM
×
$10,000.00
2020-12-02
$11,349.25
2026-05-19
KFA Mount Lucas Index Strategy ETF Exchange-Traded Fund

Annual Returns

Year KMLM
2026 (YTD) +12.05%
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 2026-05-19 Current
Drawdown
Worst
Drawdown
KMLM
×
−23.74%
from 2022-10-14 peak
−36.33%
2025-06-20
from 2022-10-14 peak
KFA Mount Lucas Index Strategy ETF Exchange-Traded Fund

Rolling Returns

Period ending Tue 2026-05-19 1
Year
2
Years
3
Years
5
Years
10
Years
KMLM
×
+15.79% +1.04%
+0.52%/yr
−6.76%
−2.30%/yr
+0.04%
+0.01%/yr
KFA Mount Lucas Index Strategy ETF Exchange-Traded Fund