Speed is not everything. MathJax has some features that KaTeX does not. In particular it is more accessible. The speed test page above exaggerates the speed difference. On more practical pages the difference is not as noticeable.
However, If you are interested in trying KaTeX in Moodle 2.8+, you can use the following procedure. Go to Site administration -> Appearance -> Additional HTML. In the box Within HEAD put
<link rel="stylesheet" href="https://cdnjs.cloudflare.com/ajax/libs/KaTeX/0.8.3/katex.min.css" integrity="sha384-B41nY7vEWuDrE9Mr+J2nBL0Liu+nl/rBXTdpQal730oTHdlrlXHzYMOhDU60cwde" crossorigin="anonymous">
In Before BODY is closed include
<script src="https://cdnjs.cloudflare.com/ajax/libs/KaTeX/0.8.3/katex.min.js" integrity="sha384-L9gv4ooDLrYwW0QCM6zY3EKSSPrsuUncpx26+erN0pJX4wv1B1FzVW1SvpcJPx/8" crossorigin="anonymous"></script>
<script>
var texpreviews = document
.getElementsByClassName('MathJax_Preview');
for (var i = 0; i < texpreviews.length; i++) {
katex.render(
texpreviews.item(i).nextSibling.textContent,
texpreviews.item(i)
);
}
</script>
Then enable the TeX notation filter and disable MathJax filter. TeX expressions will be filtered and displayed as images first by the TeX notation filter. KaTeX will then replace the images with its display.