It depends upon your circumstances.

The state returns will be prepared based upon the forms needed for your federal income tax return.

The best way to determine the version you need would be to go to TurboTax.com and select the items as they apply to your return.

When prompted to enter your Personal info, be sure to select that you lived in another state during the year.  This will ensure TurboTax prepares both part-year resident state tax returns.

Be sure to enter the source of your income in each input section.  For example, on the input for wages, be sure to select the correct state as reported on your W-2 form.  This will ensure your taxes withheld are credited to the correct state.  All of the information you enter into the federal interview section will pull into your state returns.

After you complete you federal input, you will be taken to the state interview section.  The screen will look similar to the one below and will be titled Status of your state returns.

Both Utah and Kentucky should be listed above based upon your input in the My info section of the program.  If they do not, you can select Add Another State above to prepare them.

When you prepare your state tax returns, prepare the tax return for the state you no longer reside in first (Utah).  Then prepare your Kentucky return. 

Pay attention to the questions on the state interview forms.  This will ensure you are only paying taxes on the income sourced to each state while you resided there.