The problem is that the kernel currectly booted doesn't support the below options. Enable the below options in kernel.
CONFIG_IP_MULTIPLE_TABLES - enable policy routing with multiple tables for the invocation of ip-rule
CONFIG_IP_ADVANCED_ROUTER - dependency of above
CONFIG_IP_NF_RAW - enable raw table support for iptables
CONFIG_NETFILTER_XT_MARK - enable the mark module for iptables
CONFIG_NETFILTER_XT_CONNMARK - enable the CONNMARK target for iptables
CONFIG_NF_CONNTRACK_MARK - dependency / alias (?) of above
CONFIG_IP_MULTIPLE_TABLES - enable policy routing with multiple tables for the invocation of ip-rule
CONFIG_IP_ADVANCED_ROUTER - dependency of above
CONFIG_IP_NF_RAW - enable raw table support for iptables
CONFIG_NETFILTER_XT_MARK - enable the mark module for iptables
CONFIG_NETFILTER_XT_CONNMARK - enable the CONNMARK target for iptables
CONFIG_NF_CONNTRACK_MARK - dependency / alias (?) of above