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# skfolio.attribution.BaseBreakdown

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### *class* skfolio.attribution.BaseBreakdown(names, vol_contrib, pct_total_variance, mu_contrib)

Base class for attribution breakdowns.

Stores common per-item volatility and return contributions for factor, family and
asset attribution breakdowns.

For single-point attribution, numeric fields are 1D arrays of shape `(n_items,)`.
For rolling attribution (from [`rolling_realized_factor_attribution`](https://skfolio.org/generated/skfolio.attribution.rolling_realized_factor_attribution.html.md#skfolio.attribution.rolling_realized_factor_attribution)), numeric
fields are 2D arrays of shape `(n_windows, n_items)`.

* **Attributes:**
  **names** *ndarray of shape (n_items,)*
  : Item names: factors, families, or assets.

  **vol_contrib** *ndarray of shape (n_items,) or (n_windows, n_items)*
  : Volatility contribution to total portfolio volatility.

  **pct_total_variance** *ndarray of shape (n_items,) or (n_windows, n_items)*
  : Percentage of total portfolio variance.

  **mu_contrib** *ndarray of shape (n_items,) or (n_windows, n_items)*
  : Return contribution to total portfolio return.