For those like me who remember being able to see memory usage in KCacheGrind using Xdebug, well... that's not possible anymore.
Following the Xdebug's changelog, the memory profiling has been removed ("Removed support for Memory profiling as that didn't work properly.") in 2.0.0 RC4 ([2007-05-17]). Although there's been a bunch of comments on that feature loss (like here and on the bug tracking system), it doesn't seem like there's been any applied patch to fix it. This being said, you might try the proposed patch yourself, if you manage to extract the proposed files (which seem to have disappeared).
You could also using the "trace" feature of Xdebug, but that doesn't help you see it visually in KCacheGrind.
Well, too sad for all of us who will have to play with memory_get_usage() and memory_get_peak_usage() manually again). Any hope for a fix soon?