Kathi Kellenberger discusses caching in SQL Server Reporting Services KPI reports:
Because these reports automatically show the data, the reports show cached data only. Imagine if hundreds or even thousands of report users brought the web portal page up each day causing the KPI reports to hit the database even when the report user was not interested in seeing the KPI reports at that time. That is why Microsoft decided to use cached data only in these reports.
When the data changes, the KPI report will continue to show the same information unless you configure a cache refresh plan on the dataset. Follow these instructions so that the KPI data will refresh on a scheduled basis.
Read on for a step-by-step guide on how to set up caching.