We investigate quantum dots in clean single- wall carbon nanotubes with ferromagnetic PdNi- leads in the Kondo regime. Most of the Kondo resonances exhibit a splitting, which depends on the tunnel coupling to the leads and an external magnetic field B, but only weakly on the gate voltage. Using numerical renormalization group calculations, we demonstrate that all salient features of the data can be understood using a simple model for the magnetic properties of the leads. The magnetoconductance at zero bias and low temperature depends in a universal way on g mu(B)(B-B(c))/k(B)T(K), where T(K) is the Kondo temperature and B(c) the external field compensating the splitting.