Let's start with acknowledging that we are in a crisis; more transmissible variants of Covid-19 are appearing, masks are proven to be extremely important, and the N95 and KN95 are among the best protection you can have. Many masks on the market are good, but nowhere near as effective as these.
So what is the difference? In short, not a whole lot. When it comes to filtering particles they both do the same job, they filter 95% of all particles which includes dust, viruses, bacteria, etc. The significant difference is that the US standard is called N95 and China's standard is called KN95.
This technical bulletin from 3M compares the N95 with the KN95 as well as a variety of other country's masks. Or have a look at this two and a half minute video by Smart Air Filters. One thing to beware of are counterfeit KN95 masks from China. The US FDA keeps a list of approved vendors. You can find the list here.
Also crucial is properly fitting your mask. They need to be tight. We vividly remember seeing nurses from Italy early in the pandemic with the outline of masks etched into their faces. Here's a quick look at how to fit an N95 from a previous blog post.