Apple supply Instruments for monitoring runtime allocation of stuff and finding leaks, Shark for explicit profiling and Guard Malloc (directly built into Xcode) for memory allocation debugging. These all come as part of the developer tools.
Webgrind runs in PHP and can read the cachegrind output of XDebug. It currently doesn't offer all the functionality of KCacheGrind, but it is super simple to install, and seems to have renewed activity.
MacCallGrind is a semi-commercial alternative available for the Mac. I've experimented with the free version which is limited to 3MB grind files. It's roughly equivalent to WinCacheGrind in terms of functionality.