Kevin is Gonzo's cousin, as seen in the 2005 concert special An Audience with Joe Pasquale.

When Gonzo attempts a magic trick, with the assistance of Joe Pasquale, not all goes as planned in typical Gonzo fashion. He attempts to make himself disappear from a box on stage, and reappear somewhere in the audience. The trick appears to work, but when the box collapses, Gonzo's illusion is broken as his doppelgänger can still be seen in the audience.

Pasquale asks who his double is, and the look-alike answers, "I'm his cousin Kevin from Whitechapel."

As Kevin is Gonzo's "identical cousin", he is the same species, or whatever Gonzo is.