The introduction on the site: http://samye.org/kagyu.htm describes:
The Kagyu Lineage “… one of the four main traditions of Tibetan Buddhism.
It is a very compete form of Buddhism, reflecting its origins in 8th - 12th century India at a time when all levels of Buddhism - hinayana, mahayana and vajrayana - were flourishing. Its speciality lies in the profound meditation techniques of mahamudra and the special yogic techniques of the six practices of Naropa used to speed up realisation of mahamudra. These quintessential teachings of Buddhism were gathered by an illustrious line of Indian patriarchs and then taken to Tibet by Marpa. Thereafter they were preserved through the various Kagyu lineages in Tibet and in particular by the extraordinary line of the Gyalwa Karmapas.

Kagyu’ is a short form of the Tibetan:
theg pa gsum gy snying don bka bab kyi chos bzhi’i gdams ngag bar ma ckad pa’i brgyud pa,
which roughly means the unbroken lineage of profound and intimate guidance in the four sorts of transmitted mastery, the heart meaning of the three yanas.”

Interesting is also the introduction in the Tibetan Lineage Masters: Gampopa
(http://samye.org/gampopa.htm)

“Gampopa, also known as Dakpo Rinpoche, is one of the most important figures in the Kagyu lineage. The foremost disciple of Jetsun Milarepa, he truly consolidated the Kagyu tradition by integrating its special teachings with those of the other main trends of Buddhism.”