Edit: I misread the specs; Kinzhal does have terminal guidance. Quoting (AINonline) Putin Unveils Kinzhal Hypersonic Missile,

Terminal guidance is provided by the 9E436 optics correlator or 9B318 active radar head.

This article was written with the presumption that terminal guidance is lacking. There is a way to extract value from the discussion: Consider the possibility that the seeker performs poorly in some environments. While an optical seeker could readily discern the sharp angular contour of a warship, the Ukraine landscape, a gentle plain, may be too difficult. Recognition technology is further stressed by the extreme speed of Kinzhal, about 14X a subsonic cruise missile.

Although unknown to open source, the  intelligence community is aware of whether Kinzhal strikes failed. If so, this discussion offers mechanisms of failure:

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The death and destruction inflicted by Russia on Ukraine makes the details of a weapon seem inconsequential. Kinzhal is merely a variation on a theme, which has origin in the ground-launch U.S. Pershing II of the early 80’s. The Pershing II remains impressive in current context.

Rather than specific links, just search for “Ukraine Kinzhal”. There is a picture of an intact Kinzhal on the ground, with part of the adapter cradle still attached. It appears that the rocket motor never ignited. The press has done a fair job. Though unable to resist headline hype ala “deadly weapon… cannot be intercepted”, the articles are pretty good.

Citing Alexey Leonkov (2018-05-23). “Hypersonic Dagger Throw: competitors are still in diapers”. zvezdaweekly.ru. Retrieved 2018-05-24.,  Wikipedia  specifications:

• Guidance system: INS with the possibility of adjustments from GLONASS, remote control and optical homing system^[4]
• Flight ceiling 20 km (65,617 ft)^[4]
• Accuracy 1 meter.
• Maximum speed Mach 10 – Mach 12 (12,300–14,700 km/h; 7,610–9,130 mph)^[6]

A closed-loop terminal guidance system, such as a camera or terrain-map,  is not a feature of Kinzhal. While a U.S. cruise missile can fly through a window, Kinzhal relies primarily on the least accurate of all modern guidance schemes, inertial navigation, or  INS. Precision gyroscopes and sensors of acceleration measure position relative to start without outside reference. As short as time of flight may be, INS drifts, so that where the missile thinks it is, isn’t. The specs offer the “possibility” of correction by GLONASS, the Russian GPS system.

The combination of maximum speed and altitude hints at a problem with GLONASS, ionization blackout. Some spacecraft, such as the Space Shuttle, have a cooler upper surface which shortens the duration. Kinzhal has a symmetric body without this possibility.

SPACECRAFT REENTRY COMMUNICATIONS BLACKOUT offers a Saha equation table that suggests the GLONASS satnav signal is blocked in the upper speed range of Kinzhal. At lower speeds, reception is possible. Kinzhal operators are forced to a conscious choice between speed and accuracy. One meter is as ridiculous as Russian claims for their recycled Norden bombsight; see The Russian SVP-24 Bombsight.

One version  of the related Iskander missile has TERCOM, which can serve as a rough form of terminal guidance. It may have been too difficult to implement with Kinzhal, or the spec is in error. The following estimate assumes it is absent.

An informed guess at accuracy is based on the Pershing II; 30 meters (100 ft) circular error probable. Since the Pershing II had closed loop terminal guidance by a radar imaging system, there was essentially no guidance error. The remainder was due small scale,  turbulent hypersonic flow around the small fins and random error in the fin actuators. 30 meters describes a practical minimum for a  re-entry vehicle with small fins.

• Since Kinzhal also has small fins, 30 meters CEP is baked in.
• +30 meters due to random solid rocket thrust variation. The Pershing reentry vehicle  had no engine, hence induced less sensor and actuator noise.
  
• +30 meters from extreme vibration, extremely deleterious to INS.

Double the 90 meters due to sloppy manufacture, for a CEP of 200 meters. If Kinzhal implements TERCOM, 100 meters.

With a U.S. cruise missile, which actually images the target, you can pick the window you want to fly through, or the part of a ship you want to hit.  In the absence of terminal guidance, how could  Kinzhal hit a moving ship? One possibility is that the specifications used for this estimate are incorrect. Or in use against high value naval targets, a nuclear warhead could be used.

The claim that Kinzhal cannot be intercepted holds up. In the world of munitions,  intercepts are rare. Anti-munition systems are plagued by specificity, effective only against narrow ranges of threat. The radar currently in use with the Patriot covers only one hemisphere. A MIG can launch a Kinzhal from outside that hemisphere.

Specificity is why Turkish drones that fly at the speed of a Piper Cub work so well. It is why a Patriot in Israel missed what was essentially an R/C airplane. And why, of 60 subsonic cruise missiles launched at Shayrat airfield in Syria, none were intercepted, in spite of the presence of the Russian S-400 anti-everything missile system.

It has been suggested that Kinzhal was used against the ammo dump because the much greater kinetic energy at impact enabled ground penetration. I suspect the warhead disassembled without explosion before it got too far into the mud.

Kinzhal was a poor man’s choice. We would have used a BLU-116, laser guided by an attached GBU-24 Paveway III, delivered by an invisible F-35. We would now be enjoying secondary explosions.

Suggestion to the  Third World: When the Russian arms salesman comes a’knockin, keep a tight grip on your wallet.