I bought a k&n intake and for the first week the sound and power were fantastic. unfortunately the next week I felt a decrease in acceleration and in sound,nothing was loose no check engine light On
It has been my experience that adding a K&N filter and intake has added no detectable power increase. They do add power, but not enough for me to feel it driving the vehicle. An over oiled K&N filter can cause problems by oiling the mass airflow sensor. This will usually cause the check engine light to illuminate and set a code. My advise would be go carefully over the connections both physical and electrical to see if something has wiggled loose.
Clean & do NOT oil the air filter if your car is turbo-charged. This will ruin the ceramic turbo turbine! You can clean the K & N in the dishwasher but don't tell your girlfriend or wife. Check & clean the mass air flow sensor & O2 sensor. Cold air intakes DO help, every car is different. I got great results on my JCW Mini-S & Fiat Abarth.