WATCH: Kacey Musgraves Performs 'Slow Burn' On 'The Late Show' Austin, TX, United States / KOKE FM localnews@socastdigital.com Apr 2, 2018 | 7:11 AM Kacey Musgraves performed the song “Slow Burn” from her new album, Golden Hour on The Late Show With Stephen Colbert on Thursday, March 29th. Watch her performance in the clip above.