The thing that makes this difficult is using Measure Names and Measure Values since Measure Values can not be used in a calculated field.
There are a few options:
-If you are using the same conditional formatting logic for every Measure
1. Use Measure Values on Color. Double-click on the Measure Values color legend and change the colors to one of the "diverging" color gradients. Click on the stepped color option and use 3 steps. Click on Advanced and set the center value to 0.
2. Pivot the data and use "pivot field values" in a KPI calculated field. Use "pivot field names" on Rows instead of Measure Names. Pivoting must be done before connecting to data in Tableau Desktop unless the data source is Excel or Text based (there is a pivoting function within Tableau Desktop for Excel and text files).
-If you are not using the same conditional formatting logic for every Measure
3. Use multiple, separate placeholders for each of those measures on Rows, instead of using only Measure Names on Rows. The following Tableau Public Viz is a great resource for learning how to conditionally format separate cells/columns:
Crosstab of Many Colors