What program are you using to control your trainer? I use TrainerRoad, and it captures splits for every interval. When I did my power comparisons, I simply turned off PowerMatch and let TR capture power from the trainer. Then, I captured the workout on my Garmin Edge and hit the lap button at every TR interval. After that, I imported everything in to Garmin and then exported the rides as splits into Excel. I compared the average power for every split and overall.

This approach is relatively easy and gives you a very good picture of how both compare over a long duration and by power levels. If you are looking at something that can compare or chart differences at a more discrete level, that is a whole different bag. DCR's analyzer is probably the best bet for that.

I use the Wahoo app on my phone I guess. I have been using my Garmin 520 to read power, but I don't use Zwift or training road. I will give that DCR a look. Thanks :)

Shouldn't I be able to get both my kickr and my pedals to show up at the 520 if I just connect both of them?

You can generally only hook up to one power source at a time. So, you might need 2 to compare. You could sync one to your Garmin and one to Zwift and watch for differences. Upload and analyze after you're done

No, Garmins only connect and record one at a time.

You could use the device connect screen in various apps (TR, Zwift) to display multiple power sources side by side.
Best is probably to record them separate and then plot the lines on top of each other and take stats on their correlation.

What indianacyclist said. If you have a tri watch also, you could configure the tri watch to capture trainer power and the 520 to capture the pedals (or vise versa). Both will upload into Garmin (assuming your tri is Garmin). Then hit laps on all devices every few minutes or when an interval intensity changes. After that, you can do the export-as-splits analysis I described before.

Polar watch, but linking the v800 to my trainer, the 520 to my pedals, export them as tcx files and try the DCR program should work?

That would definitely work.