If you use azoogleads, you'll see that there is a line right above the contextual link. In this box, if you type a keyword there, it will add the keyword as a sub id. You can then view reports in azoogleads by sub id. It will show you clicks, impressions and leads, for each sub id (keyword). If you have a giant keyword list, this may get hard. You will then want to learn some PHP and MySQL to setup your own tracking on your pages, so that you can pass the appropriate sub id to azoogle through the link.
If you are using PPC, a few companies have Dynamic Keywords. You can use this dynamic keyword tool combined with sub id tracking to track keyword lists of any size, even in the 10s of thousands. If you want more info on this, post back here.