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"These are just people ... who think that Obama has been sending me a lot of money," Sarah Obama, the Illinois senator's 85-year-old step-grandmother, said of the burglars.
Nothing was stolen during the raid early on Wednesday, but senior police commanders and local officials visited the modest homestead in Kogelo village to investigate.
Reports said the thieves used a ladder to try to steal a solar panel from her roof, but failed. They also broke into a small, locked outbuilding but found nothing of value.
Police vowed to intensify patrols in the area near Kisumu and said local authorities might also assign a dedicated unit to guard the family.
"A local analysis will have to be done to ascertain the risk and recommend to the commissioner," Kenya's deputy police spokesman, Charles Owino, told the Daily Nation newspaper.
Low-level crime is common in the east African country, which was rocked by post-election violence at the start of this year.
But the interest of many Kenyans is now focused on the chances of the Democratic Party's candidate in the neck-and-neck U.S. presidential poll in eight weeks time.
Obama was born in Hawaii to a white American mother and a Kenyan father, and he is idolized by many Kenyans as one of their own who has succeeded beyond their wildest dreams.
A survey this week showed 89 percent of Kenyans were rooting for him, versus 3 percent for his Republican rival John McCain.