KiCad Circle Dimensions
You will need to set one of your dimensions the same as your center.  So, in your case, set the X=0, Y=25.  With them both=25, R=\$\sqrt{25^2 + 25^2}\simeq35\$.

For your 40mm circle, set X=0, Y=20.  It would also work to set X=20, Y=0.

Note, that this is only for v4.  With version 5, the KiCad circle properties window looks like this: