<a id="skfolio-attribution-factorbreakdown"></a>

# skfolio.attribution.FactorBreakdown

<a id="skfolio.attribution.FactorBreakdown"></a>

### *class* skfolio.attribution.FactorBreakdown(names, vol_contrib, pct_total_variance, mu_contrib, family, exposure, exposure_std, vol, mu, corr_with_ptf, mu_contrib_uncertainty=None)

Per-factor attribution breakdown.

Contains per-factor attribution with exposures, standalone factor statistics and
volatility/return contributions.

For single-point attribution, arrays have shape `(n_factors,)`. For rolling
attribution, arrays have shape `(n_windows, n_factors)`.

* **Attributes:**
  **names** *ndarray of shape (n_factors,)*
  : Factor names. Always 1D.

  **family** *ndarray of shape (n_factors,) or None*
  : Factor family/category labels (e.g., “Style”, “Industry”). `None` if families
    were not provided.

  **exposure** *ndarray of shape (n_factors,) or (n_windows, n_factors)*
  : Portfolio exposure to each factor. For realized attribution with time-varying
    inputs, this is the mean exposure over time.

  **exposure_std** *ndarray or None*
  : Standard deviation of portfolio factor exposures over time. `None` for predicted
    attribution.

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

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

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

  **vol** *ndarray of shape (n_factors,) or (n_windows, n_factors)*
  : Standalone factor volatility.

  **mu** *ndarray of shape (n_factors,) or (n_windows, n_factors)*
  : Standalone factor return: expected return for predicted attribution and mean
    return for realized attribution.

  **corr_with_ptf** *ndarray of shape (n_factors,) or (n_windows, n_factors)*
  : Correlation between each factor return and portfolio returns.

  **mu_contrib_uncertainty** *ndarray of shape (n_factors,) or (n_windows, n_factors) or None*
  : Per-factor standard error of the mean return contribution, reflecting factor
    return estimation uncertainty. `None` when uncertainty is not computed.