For the sake of being explicit, I will demonstrate what @ACuriousMind and @Valter Moretti said to do. I won't include all the $i$'s though.
Supposing we induce a rotation of our coordinate system by an angle $\phi$ about some axis. Seeing as the operators $L_i$ are the generators of such rotations, any operator existing on our Hilbert space will now be transformed as
$$
\vec O\to e^{\vec\phi\cdot \vec L}\vec Oe^{-\vec\phi\cdot \vec L}\approx \vec{O}+[\vec\phi\cdot \vec L,\vec O]+\cdots,
$$
where $\vec O=\hat{x_1} O_1+\hat{x_2} O_2+\hat{x_3} O_3$ and where we have used the Campbell Hausdorff Baker identity. Supposing we have the commutation relation
$$
[L_i,O_j]=\epsilon_{ijk}O_j,
$$
we can rewrite the above as
$$
\vec{O}+[\vec\phi\cdot \vec L,\vec O]=\vec O+\phi_i \hat{x}_j[L_i,O_j]=\vec O-\vec\phi\times\vec O.
$$
This says that the change induced in our operator is circulatory around $\phi$ in the direction opposite to the direction which the basis transformed. This makes sense, because the basis and components of a vector transform with transformations that are the inverses of one another. Hence, this operator is doing exactly what we would expect a vector to do under such a basis change.
Because $K,P,L$ all have the same commutation relations with $L$, they all behave as 3-vectors under rotation. From now on, you may remember this fact and not have to do it all over again.