In a correspondence game (Daily), that's allowed, but it's not in Live Chess. So that's why you can't find it. Don't know what the story is with chesskid.com.
Analyze/sandbox during game
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There's a feature on my kid's chess site (chesskid.com) that allows you to go into "Analyze" mode during a game to basically play with the current position and see what would happen with different moves. It seems so basic but I can't find anything like that on live chess games. Am I missing something?