That is the male of the Indian peafowl species ( _Pavo cristatus_ ), also called the blue peafowl or common peafowl. The male is called a peacock and the female a peahen, collectively peafowl, although often "peacocks" is used instead of peafowl. The hen does not have the impressive tail of the peacock (although she does have a similar crest on the head).
They are not native to Kentucky, or anywhere else in the Americas, but have been widely introduced (because of their appearance). There are only 3 species of peafowl, the green peafowl being similar and native to southeast Asia, and the Congo peafowl being much more subdued and native to Africa.