How do you handle attribution for shared KPIs?

Honestly, I have no issue with shared KPIs as long as each team knows what they are contributing to influence the KPI. I think the most common example here are KPIs around a product or feature launch resulting in shared accountability with product and engineering, or product expansion/growth campaigns where accountability is largely shared with sales.

This is where a strong plan comes into place—know what your KPI is as the over-arching metric and then be ok with delivery or outcome-based measures that can be attributed to different teams and detailed in a project plan. Each contributing team can list out milestones or delivery targets they need to meet in order to achieve their part of the KPI you are looking to achieve.

The last point I want to make here is don't sign up for a KPI that sounds great, but can't actually be measured. Make sure you are meeting regularly with your partners in marketing, revenue, and product operations to have a strong hold on what you can measure. Fully understanding metrics you already have, or making a case for ones you need, is more important and influential in my experience than being able to attribute every single thing between contributing teams.