Right click the Chrome icon in Desktop and go to Properties. In Command section, leave a space and give -incognito Once its done, close and check.

To set keyboard shortcut, Go to System - Preferences - Keyboard shortcuts. There Add a new shortcut as below.

Copy the link from command in Properties and paste here in Command section. Once its added you can set the Keyboard shortcut as required.

Note: Control key cant be used for Shortcut.