Makeruna! Makendou Z

The story takes place in a high school attended by two sisters, Hikari and Mai. Their cousin Saya just came back to Japan from the USA, where she was sent as an exchange student. Due to an unfortunate experiment, the gate to the demon world opens in the school. Using their magic kendo powers, the girls have to find portals to the demon world, defeat the demons, and restore peace in the school.

Third in the Kendo Rage (Makeruna! Makendou) series; this one's an RPG.