When a charged particle enters a magnetic field at a direction perpendicular to the direction of motion, the path of the motion is circular. In circular motion the direction of velocity changes at every point (the magnitude remains constant). Therefore, the tangential momentum will change at every point. But kinetic energy will remain constant as it is given by ‌‌
1
2
mv2 and v2 is the square of the magnitude of velocity which does not change.