The Moz Klips allow me to compare my performance with three other competitors, but the SEMrush ones only allow me to compare with one competitor. How can I get the SEMrush data for my other competitors as well?

There are two ways you can do this:

1. Reconfigure the Klip and change the competitor.
2. Add the Klip from the Klip Gallery. This time when adding a Klip, pick your another competitor. You can drag this Klip anywhere you'd like on your dashboard.