MANAGEMENT AGREEMENT AND RELATED PARTY TRANSACTIONS (Details 3) - USD ($) $ in Thousands	3 Months Ended
Mar. 31, 2016	Mar. 31, 2015
Management Agreement and Related Party Transactions
Total CLO management fees	$ 7,276	$ 10,220
Manager \| Base Management Fees
Management Agreement and Related Party Transactions
Base management fees, gross	5,783	8,491
CLO management fees credit	(4,754)	(4,438)
Total CLO management fees	$ 1,029	$ 4,053

Represents management fee expenses recognized resulting from transactions with related party.

No definition available.

Name:	kfn_RelatedPartyTransactionExpensesFromTransactionsWithRelatedPartyManagementFees
Namespace Prefix:	kfn_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	duration

- Definition

Represents an offset to monthly related party management fees related to CLO management fees.

+ References

No definition available.

+ Details

Name:	kfn_RelatedPartyTransactionRelatedPartyCLOManagementFeesCredit
Namespace Prefix:	kfn_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

- Definition

Expenses recognized resulting from transactions (excluding transactions that are eliminated in consolidated or combined financial statements) with related party.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 850
-SubTopic 10
-Section 50
-Paragraph 1
-Subparagraph (c)
-URI http://asc.fasb.org/extlink&oid=6457730&loc=d3e39549-107864

+ Details

Name:	us-gaap_RelatedPartyTransactionExpensesFromTransactionsWithRelatedParty
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	duration

- Definition

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

+ References

No definition available.

+ Details

Name:	us-gaap_RelatedPartyTransactionLineItems
Namespace Prefix:	us-gaap_
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

- Details

Name:	us-gaap_RelatedPartyTransactionsByRelatedPartyAxis=kfn_ManagerMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_RelatedPartyTransactionAxis=kfn_BaseManagementFeesMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type: