Marco Russo and Alberto Ferrari share some advice:
In the article Using KEEPFILTERS in DAX, we described how to use KEEPFILTERS, which is a function that preserves the existing filter on columns affected by a new filter applied by CALCULATE or CALCULATETABLE. We suggest reading that article if you are not familiar with KEEPFILTERS. However, we wanted to clarify a rule of thumb you can apply to quickly decide when to use KEEPFILTERS or not in most cases. This will allow you to only invest more time when you are dealing with specific requirements.
Read on for common use cases of KEEPFILTERS, as well as recommendations on when and how you should use the function.