OK, so what I would recommend is that you create the report with the requisite KPI and KPI visual. Publish the report to the Service. Go to the report in the Service and choose the particular slicers/filters that you want. Pin the KPI visual to a dashboard. Repeat this procedure with another selection of slicers/filters. Now you should have 2 KPI visuals on your dashboard that are set for different selections. Set alerts on these KPI's to the thresholds that you want. Schedule a refresh. When the data refreshes and if the KPIs' exceed the thresholds set, then you will get an alert.