The formation of dimers, trimers, and tetramers in a free jet cryogenic expansion of He-4 atoms has been studied by diffraction from a nanostructure transmission grating. The final average velocities, speed ratios and ambient temperatures of the expansions for source temperatures of 30, 12, and 6 K and source pressures between 0.1 and 80 bar were determined from time-of-flight measurements of the He atoms. The final mole fractions of the He-2, He-3, and He-4 clusters in the beam were determined from the intensities of the corresponding first-order diffraction peaks for the same range of source conditions. For each source temperature, the final mole fractions of these small clusters first rise, pass through a maximum and then decrease with increasing source pressure. The processes leading to the formation of these clusters are simulated with a kinetic model that allows for density and temperature changes in the expanding beam. The best-fit three-body recombination rate constant for dimer formation increases by over three orders of magnitude as the thermal energy decreases from 1 K to 1 mK, in qualitative agreement with recent theories.