Hm if this is a custom KPI and based off a saved search (or even if it is a standard one based off a report snapshot), maybe it has to do with Restrictions. On the role, what value is Employee Restrictions set to? Also, are there any segment Restrictions set on the Restrictions sublist (Restrictions subtab of the role)?
If it's a custom KPI, in the Saved Search, on the Results subtab, is the Run Unrestricted box checked? I'm thinking perhaps this Run Unrestricted box might not work in the context of the Key Performance Indicators portlet (where I'm assuming they're not seeing the Custom KPI appear).
Alternatively, if it's a standard KPI, maybe what they're seeing on the Report/Trend graph is a subset of the full picture. So, perhaps the Key Performance Indicators portlet won't give the option to see incomplete data