This is linear.
One small nuance... saying "kinetic energy is just a straightforward rotation of the frame" is close, but it's the total energy that is the time component of the four-momentum and mixes with the spatial momentum under Lorentz transformations. Kinetic energy is the difference between that transformed total energy and the invariant rest energy. So kinetic energy isn't itself a four-vector component, but it arises from how the time component changes when viewed from a different inertial frame.