You can substitute $ for % in my comment if it helps. If you start with $100, your expected wealth after two throws is the average of $225, $90, $90 and $36.
That average is still greater than $100, because you haven’t yet hit the Kelly point beyond which the downside catastrophe dominates. Play it out a few more rounds and see where the average heads to.
The expected value of this distribution goes up with every iteration, there is no such Kelly point. You could try this with
heads: double your money
tails: lose all your money
in which case the expected value is always $1, as you have a 1/2^n chance of having $2^n dollars after n rounds, and 0 otherwise.
The point of discussing ergodicity here, however, is whether you can describe the behavior of the iterated distribution deterministically if you exclude a portion of that distribution which has measure zero.