He is a Kenyan. By birth he inherited Kenyan citizenship from his Dad — that was British colonial citizen at Birth, and Kenyan when Kenya became independent. Just as Hawaiian citizens at birth became US citizens when Hawaii became a territory.
My great grandfather immigrated from Italy, but because my grandfather was born before my great grandfather became a US citizen, under Italian law my grandfather is an Italian citizen, my mother is and Italian citizen and I am an Italian citizen. If I fill out a bunch of forms and gather a bunch of documentation, I can get an Italian passport. That doesn't mean I'm applying for Italian citizenship. Under their law, I AM an Italian citizen. So I was born here, my parents were born here, and my grandparents were all born here. Am I a Natural Born Citizen, or does Italy--a country no one in my lineage has lived in for 96 years--control my US citizenship status?
That doesn't matter. Kenya could have laws making anyone with more than 1 part in 13 Kenyan heritage(whatever that might have been before the British Colony was established) a Kenyan citizen at birth. Or they could have no laws affecting those born of it's nationals outside the country. What does matter is that BHO Sr was not a US citizen at the time of Jr's birth. That means, that if Jr was born in Hawaii, he's a citizen, but not a natural born one. If born anywhere outside the US, and born before his mother was 19 (she was several months short on the date claimed) he's not a citizen at all, unless later naturalized. But either way, not natural born.