The keylogger test failure does not surprise.
I have this nagging feeling that if all the top rated AVs were thoroughly, they would all fail.
However, Comodo states the anti-keylogger protections are only active in the Virtual Kiosk.
He tested it on the desktop.
So the effectiveness of Comodo's anti-keylogger\screen\clipboard capture protections is undetermined.
There was a lot of queries regarding this feature on the Comodo forums.
I think Comodo's explanation was essentially "it's protected (in the VK)."
Not very reassuring.