This paper examines the transmission of information between small and large sized portfolios within the Boursa Kuwait between 2011 and 2020. The study documents a constant and steady stream of feedback which demonstrates a sizeable and significant impact on market volatility; albeit at varying degrees of effect on smaller portfolios as compared with larger ones. Evidence suggests a more persistent volatility on larger portfolios, indicating a disparity on the interpretations of transmitted information between the varied styles of investors in the Kuwait Boursa.