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 +7.55% over the past year and +4.61% YTD, with dividends reinvested. Since Dec. 2, 2020, KMLM is up +5.95% in real purchasing-power return, or +1.05%/yr, and is currently −28.81% below its real total-return high on Oct. 14, 2022.

Data ending Fri Jun. 12, 2026

Wed 2020-12-02💬 to Fri 2026-06-12 YTD
Return
1 Year
Return
KMLM
×
+4.61%
2026-06-12
+7.55%
2026-06-12
KFA Mount Lucas Index Strategy ETF NYSE Exchange-Traded Fund

Returns

Wed 2020-12-02💬 to Fri 2026-06-12 Overall
Return
Exponential
Trendline
KMLM
×
+5.95%
+1.05%/yr
−2.55%/yr
(R2=0.188)
KFA Mount Lucas Index Strategy ETF NYSE Exchange-Traded Fund

Growth of $10,000

Wed 2020-12-02💬 to Fri 2026-06-12 Start
Value
End
Value
KMLM
×
$10,000.00
2020-12-02
$10,595.42
2026-06-12
KFA Mount Lucas Index Strategy ETF NYSE Exchange-Traded Fund

Annual Returns

Year KMLM
2026 (YTD) +4.61%
2025 −5.51%
2024 −4.45%
2023 −8.72%
2022 +16.70%
2021 +0.00%
2020 +5.31%

Drawdowns

Wed 2020-12-02💬 to Fri 2026-06-12 Current
Drawdown
Worst
Drawdown
KMLM
×
−28.81%
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 Fri 2026-06-12 1
Year
2
Years
3
Years
5
Years
10
Years
KMLM
×
+7.55% −2.75%
−1.39%/yr
−13.34%
−4.66%/yr
−6.47%
−1.33%/yr
KFA Mount Lucas Index Strategy ETF NYSE Exchange-Traded Fund