One idea would be to create a worksheet for each measure. Then, place them on either one dashboard or a couple of dashboards that use actions to get the next dashboard based on the selection by the user.
Thanks for sharing the idea. I actually started pursuing that one a little bit yesterday and think that that might be the way to go. There are some formatting challenges with all of the individual worksheets but it seems to be the best route to go for actually producing the KPI tree. I still would really love a way to graphically show these hierarchies better, but it seems like I am stuck with either the treemap or this option. Thanks for the recommendation.