VIS: DataFrame.plot(kind='kde') does not display the legend.
Hi,

I would like to have the legend when I display the 'kde' (also called 'dentity') of a DataFrame. The `plot` method works well with the other `kind` options (i.e. `bar`, `barh` and `line`).

Following piece of code:

``` python
import numpy as np
import pandas as pd
df = pd.DataFrame({'X': np.random.randn(500),
                   'Y': 2. + np.random.randn(500)*0.75})
# then
df.plot(kind='kde')
```

does not display the legend for `X` and `Y` (even if I set `legend=True` which is the default value of the `legend` parameter). Note: I'm on master > 0.12rc1

Best regards,
Damien
