what I've seen of khan academy is pretty cursory as far as the math goes (about enough to get through an introductory course, usually), and that seems intentional. There are definitely a few gaping holes in the curriculum, such as no wronskian in diff eqs. And nobody really learns a mathematical concept until they've been confronted with something significant they couldn't do with it immediately, yet conquered it.

Teaching advanced math, on the other hand, is really hard to do when you're interacting with a person because there are so many pitfalls and if you hit even a single one you can't usually continue until you've tracked it down. Khan Academy has material on all sorts of non-math stuff, like economics and other sciences, and they seem to be gearing the math stuff more towards a younger audience, not an older one, which is probably more important anyways to be honest. smart move, mr.Khan, smart move.