The most common and most likely answer to this crossword clue is the 5 plus 1 plus 5 plus 4 letter word UNDER A FALSE NAME
I've seen this crossword clue in The Guardian
U
N
D
E
R
A
F
A
L
S
E
N
A
M
E
Buddy explains!
The straight part
We know that "incognito" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case incognito = under a false name.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.