Configuration Reference#

Full reference for every parameter in Config/attribution_analysis_parameters.xlsx. For the step-by-step guide to installing, generating, and running with this workbook, see Excel Workflow.

Excel Parameters Workbook#

Running kaxanuk.attribution_analysis init excel creates Config/attribution_analysis_parameters.xlsx with a pre-filled template. It has a single General sheet with three columns: parameter name (column A, do not modify), your value (column B, edit this), and description (column C, reference).

Parameter (column A)

Example value (column B)

Description

input_directory

Input

Base folder for all input files

weights_portfolio_directory

Portfolios

Subfolder (inside the input directory) with your portfolio weights

weights_benchmark_directory

Benchmark_Portfolios

Subfolder with your benchmark weights

benchmark_returns_directory

Benchmark_Portfolios

Subfolder with your benchmark returns file

investable_assets_directory

Input/Data

Folder with your investable assets’ price data (one file per ticker)

start_date

2015-01-06

Start date YYYY-MM-DD, or auto to derive from the data

end_date

2025-08-01

End date YYYY-MM-DD, or auto to derive from the data

factor_returns_by_factor_directory

Input/Factor_Models

Folder with the by-factor returns files (one .csv per factor)

portfolio_file_name

my_portfolio

Portfolio weights file name (.csv; extension optional)

benchmark_file_name

my_benchmark_weights

Benchmark weights file name (.csv)

benchmark_return_file_name

my_benchmark_returns

Daily benchmark returns file name (.csv)

brinson_fachler_method

yes

Run Brinson-Fachler attribution? (yes/no)

factor_model_method

yes

Run factor model attribution? (yes/no)

user_column_date

m_date

Name of the date column in your market-data files

user_column_price

m_close_split_adjusted

Name of the price column used to compute returns

market_data_input_format

csv

Format of the market-data files: csv or parquet

portfolio_input_format

csv

Format of the portfolio files: csv or excel

dashboard_port

8050

Port for the interactive dashboard server (1-9999)

parameters_format_version

0.1.0

System use — Excel template schema version. Do not modify. The package checks this and asks you to run update excel if it’s outdated

yes/no flags are case-insensitive. The csv/parquet/excel format values must be lowercase.