Yes, in general it is true that alloys have differences in thermal properties, e.g. lower thermal conductivity, than pure elements. Some examples  thermal conductivities of Fe vs stainless steels, and Ti vs Ti6V4Al
Fe (pure)  Thermal Conductivity 76.2 W/mK (529 BTUin/hrft²°F)
400 series stainless steel
24.9 W/mK 173 (BTUin/hrft²°F) 100°C
28.6 W/mK 198 (BTUin/hrft²°F) 500°C
300 series stainless steel
16.2 W/mK 112 (BTUin/hrft²°F) 100°C
21.4 W/mK 149 (BTUin/hrft²°F) 500°C
Thermal Conductivity
Ti (pure)  17 W/mK (118 BTUin/hrft²°F)
Ti6Al4V (grade 5)  6.7 W/mK (46.5 BTUin/hrft²°F)
If the alloying is very slight  e.g. 12%, then the differences may not be significant. For some Zralloys, alloying actually increases thermal conductivity.
Thermal Conductivity
Zr (pure)  16.7 W/mK (116 BTUin/hrft²°F)
Zircaloy2  21.5 W/mK (149 BTUin/hrft²°F), Zr2 is about Zr1.5Sn0.2Fe0.1Cr0.05 Ni0.12O
Grade 702  22 W/mK (153 BTUin/hrft²°F). Zr4.5Max Hf  0.2(Fe+Cr)0.16O
One could try comparisons of elements and alloys on Matweb, which is from where the thermal conductivity data were taken
