Kj - kilojoules - a measure of energy
Nm - Newton-Meters - a measure torque

similar but not the same:
"In SI, the unit of torque, the torque exerted by a force of 1 newton acting at a perpendicular distance of 1 meter from the specified axis of rotation.
Note that although a joule is a newton meter, a newton meter is not a joule. The force in the definition of a joule acts in the direction along which the meter is measured, not at right angles to it. "

so, in the context of a measurement for a cycle, my guess would be Kj would be looking at the rider's energy used (like a calorie counter) and N-m would look at torque produced in turning the crank - esp. since you have watts to determine the power produced