Rigorous impact evaluation is needed to screen out programs and program innovations that are not effective or cost-effective.  However, current strategy for rigorous impact evaluations is expensive, often leading to samples that are not large enough to detect the expected small impacts of incremental changes to ongoing programs.  This paper argues that an alternative approach to rigorous impact evaluation—one that is better integrated with program operation and that exploits data collected as part of ongoing performance measurement systems—would sometimes be much cheaper and could therefore be used to assess the impact of incremental changes.  Doing so is crucial since the kaizen approach to manufacturing suggests that big improvements are often the cumulative result of many incremental changes.