If you are trying to establish an Analysis Services – Performance Point connection via SharePoint using Kerberos authentication through the Dashboard Designer, then it should be enough to establish the Kerberos delegation configuration mentioned here, but if you are in my situation when the connection can’t get established even after that configuration was made, then you should check that the Claims to Windows Token Service service is enabled. If it is disabled by default then you have to edit the Windows Identity c2wtshost.exe.config file located at C:\Program Files\Windows Identity Foundation\3.5 adding the following tag.
between the allowCallers tag :
<add value=”WSS_WPG” />
Then proceed activating the CWTS service on the Windows service console (cmd -> services.msc->Claims to Windows Token Service (enable))
Try again connecting to the dashboard designer:
Despite that this is a workaround, sometimes the dashboard disconnects, i don’t know why this happening but maybe is because I’m working on a test server and things are messed up.