Need Help Turning my Custom Column into a Custom Function

I think you need more input variables for your function.

Try this:

(D as date, KPI as text, Col as text ) as number =>
let
    Lookup =
        Record.Field(
            Table.SelectRows(sedKPI, 
                (sedKPI) =>
                    (sedKPI[ValidFrom] <= D) and
                    (sedKPI[ValidTo] >= D) and 
                    (sedKPI[KPI] = KPI)
            ){0}, Col
        )
in
    Lookup

You can call the function like this:

I've updated and attached the pbix that v-yanjiang-msft provided in the prior thread in case you want to take a closer look.