Make your own...
Any linux live-cd will have a limited number of program packages included on the CD. It is however possible to add and subtract packages and to compose your own live-cd/dvd compilation.
This is for openSUSE, but it can be done with about any linux that will boot live. Google will give you many howtos on making your own.
Kcachegrind is probably in all the repositories for major distributions using KDE, but doubtfully on any live-cd.
However, someone may have put just that collection of packages together in a live-cd that would naturally includes Kcachegrind, but if not, you can be the first.
Since Kubuntu is Ubuntu, it is easy to boot a live-cd, modify it and then save the new version in a bootable USB flash. This is even with Windows.
The Pendrivelinux.com site has several guides on putting linux on a stick.