Performance Measurement Dimensions
Books and articles for your situation are still poor and rare. I had the same question working in a family office sometime ago. Following questions to answer was our way to solve the task:
1. What is the purpose of your holding company?
2. What is the reason why you are doing performance management? (just to check people or to improve management decisions)
3. What is the management of the investment holding willing to decide on (just buy or sell stakes or even being active strategic shareholder)
4. What "Objects" do you have to look at to enhance the decision process of your holding management? Legal entities or even business units/products/markets)
5. How does your yearly financial calendar looks like (defined in shareholder contracts)?
6. What performance management "content" are you able to discuss (P&L,BL,CF,KPIs)?
7. What corporate systems and interfaces are you able to roll out and run?
AND: do not try to get to deep into operations. Focus on your business.