Marilyn, that's actually purple but my camera confuses blues and purples. It's some kind of Heliotrope but I don't know the exact species or cultivar. The butterflies have been loving it, especially the Monarchs. I do know we only grow it as a cool season plant here in Florida, but you'll probably be fine growing it in Kentucky. I know I see it in most of my gardening catalogs, but it's not something I ever considered growing since it wouldn't last very long in this heat.
Here's a picture from back in January. Again, the flower is more purple than the picture shows.