The King of Fighters XII

This achievement is won by defeating every character in a single run of arcade mode using Kyo Kusanagi. Meaning he is the first one in, and you defeat all 5 sets of three characters using him and only him. Also, it's worth noting you should change the game settings to easy difficulty and round time to 99 as time out wins automatically void this achievement.

As for a method in fighting using Kyo, I personally played using simple mode. This makes the execution of super moves that much easier. An easier method of going through this is to hold forward and down and mashing the heavy punch button. This is his projectile and more often than not, the AI gets caught in it and can't move. Also if the AI jumps over it or begins to draw near simply press back and B and you'll do his super kick which takes off a decent chunk and can catch them in mid air. Creating some distance and using this method makes most of the fights simple.

If you near defeat with Kyo, simply press start on a second controller to save yourself. It's worth noting that you should keep track of the fighters you defeat, as you need to defeat every character at least once in arcade with all characters for the King of Fighters achievement.

Acquired by beating Arcade mode with Kyo Kusanagi without losing a round.

To be more specific, you must put Kyo Kusanagi in your team and choose him to start 1st. Then you cannot lose a round at all or choose "retry" after you finish the stage. As long as you defeat all 15 opponents with Kyo Kusanagi, you will unlock this achievement at the end of arcade mode.