When using client-side binding in the grid, paging, sorting and filtering should be performed with a request to a web service or a page method. The grid does not cache the data on the client. But in order to perform sorting, filtering and paging entirely client-side without any request, you need to have this data serialized in JSON format, which is not suitable for large number of records because it will slow down the browser. Once you have the JSON serialized data you can manually manipulate it on the client in the OnCommand event to bind the control to the filtered / sorted / paged set of records without additional requests or postback.
Generally speaking RadGrid does not support pure client-side filtering and sorting like the KendoUI grid, that's why you need to perform these operations on the server.
the Telerik team
If you want to get updates on new releases, tips and tricks and sneak peeks at our product labs directly from the developers working on the RadControls for ASP.NET AJAX, subscribe to their blog feed