For a KPI in Analytics Hub, the 'Show Records' button displays a list of records. Clicking on any record from that list opens the record in a new tab. When you try to move to next/previous record (using arrows) from here, you remain on the same record.

Go to Performance Analytics > Analytics Hub
Click on 'Number of open incidents' (or any indicator that has scores and has 'collect records' option turned on)
Click on a point on the graph
On the Analytics Hub page, click 'Show Records' (on top right below the targets, threshold etc options). A list of records would appear.
From the list, click on any record. The record would open in a new tab.
Try going to next/previous record using the arrows.

Only workaround for this issue is to navigate to the records using the list and not the arrows.