We used to do Kayle + Yi lanes all the time and really did well. As long as your Yi doesnt get stupid you can continue to heal him from harassment with your Blesssing (50 mana across all lvls) go ManaMani first for both you and him. Then get yourself a fiendish codex - The AP will really make your Reckoning hurt and allow your Yi to chase a shorter distance to kill.

The number 1 reason that Yi and Kayle are so good though is that their tower cannot save them after 6. Yi's ult gives him debuff immunity and your ult gives him dmg immunity... that = tower dive kills.

Build to be support tank (maxing -CD ASAP) Focusing -CD, Health, AP and attack speed - in that order.