A system for value prediction for dynamic performance optimization includes a project value predictor that receives a Key Performance Indicator (KPI) and an initiative relating to an active project having a closure date. The KPI is associated with a KPI period including multiple intervals. The project value predictor operates to identify a relevant cluster of KPIs for the KPI based on historical data, forecast a future value of the KPI based on attributes/features of the KPI relative to the closure date, predict a possibility of failure of the KPI using a trained data model to pre-classify the KPI, categorize the KPI based on the future value or the pre-classification, where the KPI is categorized as failure based on the future value being less than a target KPI value after the KPI period and added to list for retraining the model based on the categorization. The system also leads to the identification and subsequent validation of Initiatives that impact the KPIs with quantification of the level of impact.