I am also a McKee descendant, but that is not why I'm writing.
The very best way besides a paper trail to see if you and they have common ancestors is for you and one or more of them to take an autosomal DNA test with one of the companies that offers them. Family Tree DNA offers Family Finder. 23andMe offers its test that also gives you autosomal results. Ancestry.com also offers a similar test and can connect you with your cousins, known or unknown, some of whom have posted family trees and sources.
One thing that might be good to do is read up on how recombination with each generation might affect whether or not you and your siblings might match another person/persons.
(descendant of Andrew and Elizabeth ____ McKee through their daughter Eliza McKee who married Eleazer Rouse in Washington County VA on 12 January 1823).