Not sure how much hp kleen takes away but you can take it off by installing the baron reed blockoff plates and an aftermarket exhaust. While you're at it, do an intake and a pcIII efi tuner and you will think you are riding a different bike.
The emission systems don't add/remove any horsepower. The reed valves pump air into your exhaust system to help ignite unburnt fuel. Its just ugly to look at and causes popping so most people remove them.