From Southern Living. My mom wants to try this one out for Mardi Gras. The King Cake tradition came to New Orleans with the French settlers around 1870, continuing a custom dating back to twelfth century France. Similar cakes were used then to honor the three wise men who visited the Christ child, calling it the feast of Epiphany, Twelfth Night, or King's Day. The traditional colored sugars used to decorate the cake are purple (justice), green (faith), and gold (power). You are supposed to tuck a little plastic baby in the cake and whoever gets the piece with the baby has to host next year's party. We don't do that because with my luck, someone would choke and aspirate the little baby.