KRK KNS-8400 definitely has more detail than the SRH-940 IMO (even the 6400 does). I think people exaggerate the detail of the SRH-940. Basically the KRK gets almost everything except the bass better than the SRH-940. It's just not as full bodied as the SRH-940's sound, but that's not a negative for me. Depends on what one likes.
BTW the KNS-8400 has more sub-bass than the SRH-940, but overall the headphone sounds lighter in the bass than the SRH-940. The $150 KRK is far more clearer sounding too.
If someone can hear something on the SRH-940 that's not there on the KNS-8400, I'll personally mail them a check for $50
If there's anything that's nearly impossible to hear in a song on most headphones, but is there on say the HD-800 or SRH-940, please let me know. People generally say something is more detailed, but without actually comparing them and giving references tracks. I don't believe specific details usually go missing.
Also...a good DAC really pushes the last bit of detail out the the KRKs. I was surprised how much the HRT Music Streamer II helped the level of detail on the KNS-8400.
BTW what's considered the most detailed headphone ever made under $500? Most detailed headphones i've heard were the DT-880, Koss A/250 and the KRKs. Q701 is pretty detailed, but I don't think it's any sort of detail monster, but close.
Forget to mention it, but I feel that a recabled HD-598 is comparable in detail to an SRH-940 easily. With stock cable..probably not. IMO a recabled HD-598 is far more detailed than an HD-600 and HD-650. I even compared all of them for many hours.