Open carry is legal in Kentucky but I seldom do so outside of tramping through field and wood (which I don't do all that much anymore). It is nice, however, to have that option. If the police stopped and asked for my ID, I would hand it over. They have their job to do and are placed in a difficult situation when they receive a call of an armed person.
But Kentucky is pretty friendly to firearms. In some other states, gun owners may have to push for their rights and I am beginning to understand this.