Overview

getFamaFrenchStats(self, dataType, dataFreq, …)	Detailed summary statistics tables of portfolio returns (which may include factor returns), number of firms in each portfolio, or average anomaly portfolio characteristics at a given frequency and for a given sample period.
comparePortfolios(self, kfType, kfFreq, …)	Generalized routine used to compare datasets constructed from wrds-cloud queries to their equivalents made publicly available on Ken French’s online library at a given frequency and for a given sample period.