I've supported a lot of different KS projects, most of which have successfully produced a decent product. The couple that haven't, I categorize as the same as "Failed Business Startup Ventures" ... Business startups often fail and, when they do, no one gets all their money back, most get nothing back. That's part of the reason why investing in startups is a risky business.
So ... I wouldn't call out what projects failed and lost me money—there's no point to that. It just propagates bad feelings and provides a lot of whining and complaining. Rather, I go into any KS project without expectations, having evaluated the proposed product and the team, and with the hope of a good result. I only put in what I'm willing to lose, and I enjoy seeing new products come to life most of the time.
G