The Kelly Criterion determines the optimal fraction of equity (1 Kelly) to bet given a rate of return and the probability of winning, assuming a bet can be placed a large amount of times.
The higher the bet, the higher the variance. Therefore as the bet approaches "1 Kelly", the relative increase in variance in relation to the marginal increase in return skyrockets.
I can't find any resources or tables giving a good idea of the relation between kelly-fractions (0.1, 0.2, 0.3 kelly and so on), and the corresponding variance. Is this relation dependent on more factors, or is there a way of finding a set relationship?