Fish

With the fish shell, you can add an alias with completion support quite easily like so:

# adds alias for "kubectl" to "kubecolor" with completions
function kubectl --wraps kubectl
  command kubecolor $argv
end

# adds alias for "k" to "kubecolor" with completions
function k --wraps kubectl
  command kubecolor $argv
end

To enable completions for kubecolor, then also add the following:

# reuse "kubectl" completions on "kubecolor"
function kubecolor --wraps kubectl
  command kubecolor $argv
end

As a prerequisite, you need kubectl completions installed. This can be achieved by adding this to your fish config file:

# This needs to be added before "function ... --wraps kubectl"
kubectl completion fish | source