KR is basically equivalent to the "pain meter" doctors use, but for the severity of pinging or pre-ignition/detonation heard from the cylinders (by sensors in the engine block, not audible like old cars used to have). Spark plugs/pistons/etc. get hot when you push it hard, and the fuel may ignite before the plugs fire, which isn't good for the life of the engine, caused by a variety of things (too much boost/not enough fuel causing a lean condition, bad/wrong plugs for the setup, commanding too much advance when tuning, and a few less straight forward things).
Having either 0deg of KR means your timing advance will follow normal values, such as ~15-16deg at 100% throttle, or so. As that KR goes up, this advance is reduced by that number to try cooling off the situation a bit. Therefore, seeing maybe a blip of a small number on occasion with a stock-ish setup just lets you know you're on the edge. Any upgrades for power will probably require supporting mods to ensure you don't cause damage from high KR (our go-to symptom of a problem with the air/fuel, along with adding a Wideband O2 sensor as you get further along).