Set analysis indeed has a major impact on performance. You are better off using the normal 'selection' functionality in QlikView.
For the answer below I am going to assume that you are familiar with the concept of Star Schema development. In short it means separating Dimensions (selection fields) from Fact fields (counter fields, summation fields, etc.) and connecting them via a link table.
There are two possible scenarios:
1. More than one date is related to the same fact.
For example you have a ´sales transactions´ table which has as a fact the amount of money involved in the sale, and there is not only the ´sale date´ but also the ´payment date´ and you want to select on both. In this case you want to have several independent date selections, since you cannot be sure whether the user wants to select on Converted date, Created date... etc. You need to duplicate your ´date island´ with different keynames and connect it to your transactions table twice. Both date pools will no longer be islands and are more properly called ´Calendar dimensions´.
2. Different dates are related to different facts.
In this case you can use one 'Calendar dimension' to accommodate for all date fields. Simply create one AutoNumber key in your calendar and call it %DateKey
. Make this field the connection between your calendar table and your link table. Now for all Fact Tables that have a date which you want to make selectable with the calendar, make sure you connect it to the linktable using a key that includes the Date in the Autonumber hash.