*The return data is for characteristic-managed portfolios, or "factors," from around the world. It includes factors for 153 characteristics in 13 themes, using data from 93 countries* and four regions, based on the construction in Jensen, Kelly, and Pedersen (2023). The data is available at the daily and monthly frequencies with equal weighting, value weighting, or capped value weighting (default). Returns are excess returns in USD. For details about the factor construction, see documentation.