Since there's not much in the way of common materials with a thermal conductivity to density ratio lower than rock and cement, I would think reducing the thermal conductivity of concrete would necessarily involve replacement of some of the aggregate with something of lesser density. Concrete strength is likely to be adversely affected.
Thermal conductivity of concrete is already fairly low, but its thermal mass is high. The effective R-value for a concrete wall faced with insulation board (or more commonly formed by foam blocks) over a typical daytime heating cycle is huge. Those systems work very well here in the Rocky Mountain states of the western US, where the temperature moderation allows the wall to absorb most of the daytime heat gain and radiate it back during the cool nighttime hours, reducing both heating and cooling loads for a good portion of the year.
