On many beaches one can do water sports, for example: Makrys Gialos, Platis Gialos, Skala.
Wherever you may be on Kefalonia, there is a high chance there will be a boat for rent in your vicinity. Smaller boats made out of fibreglass with an outbord engine cost about 50 to 80 Euros a day.
You may as well take a guide with you and negotiate over the price.
This way you may reach the smaller beautiful bays that are practically hidden and not accessible by car.