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.
http://susestudio.com/
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.
http://www.pendrivelinux.com/usb-kub...stall-windows/
The Pendrivelinux.com site has several guides on putting linux on a stick.