I record audio from the keyboard using Magix Samplitude software. I don't know if it's the best, but I have no problem with latency even when I have a lot of tracks, and I have a very modest PC with Windows OS, it's actually a $400 laptop (a "netbook").
DNJ, looking forward to your impressions of your new keyboard!
Magix Samplitude is my choice for recording audio from a midi file..... Easy Peasy !!