Yes but to be clear, you're not taxed for capital gains in a KF, only for dividends.
Well I feel I might be in deep water on this. However a domestic "normal" dividend payout is not taxed any different in "Kapitalförsäkring" than capital gain.
I have overheard that there might be different with foreign stocks. And Sweden having 15/15 deal with USA implies that Swedes pay 15% in tax on dividend in USA. However I have also heard that this tax can be received back 1-2 years afterward thus close to zero tax.