Is there a USB power consumption meter?
Solution 1:
USB current/voltage meters exist. Here's one on Amazon (though unfortunately out of stock at the moment). Here's the same model on eBay (from Germany, but ships worldwide).
Alternatively, if you're up for a bit of DIY, see this project on Instructables. You'll need a multimeter, though, because that's just a passive passthrough connector that simply provides a couple of test points.
Solution 2:
You didn't specify, but I know Windows (and probably other modern OS's) will tell you how much power is "required" for each attached USB device in the properties of each "USB Root Hub" in the Device Manager.
Regardless of that, unless you're talking about a physical hardware keylogger that has to be in-line with the keyboard, then you're not going to be able to detect it by electrical draw in the way you are suggesting (by watching the keyboard).
Solution 3:
Just as an additional option: USBDeview utility from NirSoft.
Although it also shows negotiable power consumption that device tells to the USB bus, it is fairly useful for those who have USB3.0 controller, as it lacks correspondent applet in Windows Device Manager.