On a quiet afternoon at Meadowbrook Farm in Shelbyville, Ky., mares and foals graze and stroll about while pregnant broodmares-in-waiting bask in the warmth of the sun's rays. And adjacent to all of them, in a small round pen set up alongside one of the main pastures, Surfside Stables' Kona Kai (Palace Malice) and her twin fillies enjoy a supervised turnout session. Though they were born within minutes of each other, the twin fillies—daughters of Oscar Performance—look remarkably different, seemingly representing both halves of their genetic makeup. Nicknamed 'Mary-Kate,' the...