Does anyone know if Kenneth French's return data on his website is log returns?
No, none of the returns on Kenneth French's data library are log-returns.
Any of the Fama/French research factors (i.e. SML, HML, etc.) is calculated as the mean of value-weighted portfolio returns. The description for the 3-factor calculation states:
The Fama/French factors are constructed using the 6 value-weight portfolios formed on size and book-to-market.
,which holds for other factor-returns as well.
The returns of the industry-portfolios are given both as monthly and yearly return series, calculated as equal-weighted returns as well as value-weighted returns. This information can be obtained wether within the download file or its corresponding description page.