There is a fundamental problem with the interface between keyshot and Alibre. Materials DO NOT GET TRANSFERRED.
So that kills the transfer before it starts. I do not think what you want is possible anyhow, though, as the part has a singular material, and it is not possible (as far as I know) to change materials for different faces unless you apply an "overlay" as bigseb and Nate suggested. Even then, you still have to apply the property in Keyshot due to the material not getting transferred.
They are supposed to be transferred, but in fact there is an error in the interface that substitutes the Alibre filename for the material property. So the transfer does not occur.
I was using Keyshot quite a bit, and discoverd that it did not work. When I slogged through the bip file, I found the filename substitution.