Diesels, in general, have less power when they are cold. Remember that diesels are compression fired, not spark fired. The diesel and air "light-off" better when they are warm. Diesels rely on outside temp, the temp of the block, and sometimes glow plugs to warm the mix enough to fire. That's also why diesels use block heaters. I know a lot of diesels won't even start if they are cold enough. Ask any first time diesel pick-up truck owner on real cold morning who didn't know better and didn't read the manual. Gas engines' ignition systems provide an ultra hot source of ignition to fire off the mix and therefore, if their spark is hot enough, they can take advantage of the denser mix.
Oh yeah, adding fuel does add power, not just increase rpm. There is a limit of course as the fuel air ratio gets out of whack.