Enable the ''Bonus characters'' code. Select Kinu, then press Down, Down/Away, Away, Down/Away, Forward, B + C to turn her costume purple.
After entering the Boss Code, do the following: Select Yagumo: press A, A, forward+A, C. Her clothes will change to white if you did it correctly. Select Kinu: press down, down-back, back, down-back, forward, BC. Her clothes will change to purple.