When I was in Adelaide, Australia for the Ready Launch Tour last year, I saw Microsoft Office Business Scorecard Manager 2005 for the first time. I immediately thought we should be able to use it with Team Foundation Server to create team project key performance indicators (KPIs). As with many passing ideas, I didn't pursue this one to ground. Eric Lee actually took the trouble to dig into this and get past the idea stage.
There are numerous clients for those KPIs, but the one that is probably the most dedicated KPI client from Microsoft is Business Scorecard Manager (BSM); with the upcoming Office 2007 release, this product will become a part of Microsoft Office PerformancePoint Server 2007. The BSM team blog has lots of great information about their product.