Keyword ranking? I assume that you mean the website ranking for a specific keyword.
I would assume that you're using Google's keyword and analysis tools because they're the most popular. I'm not sure if there's a direct way. Google Analisys tools do tell you the search terms (your keywords) that are used to find your site. The percentages can give you an idea of how well your site does with certain keywords but they don't tell your the ranking.
Firefox has a SEO extension that does the job for you though. It tells you the ranking of a page in different search engines. Can't remember the name of it right now although it is easy to find.