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Kim Clijsters!? Yes, at least in her "first career." It's true she has four grand slam titles, but only one came from her first career. She has been to multiple major finals, but she was known as a choker in her early years.
There are two prominent examples of her weak mental game: the 2001 French Open final and 2003 Australian Open semifinal. Even the 2001 French Open final was her first major final, and she easily beat Jennifer Capriati in the first set. Then she crumbled under the pressure in the second set. In the third set, she put a fight—losing 12-10—but could not pull through.
In the Australian Open semifinals, against Serena Williams, she was up to 5-1 in the third set. She had two points, but could not convert them. The younger Williams sister won the third set, 7-5.