What methods are you using to prevent this?
All good advice already mentioned.
Solutions such as Rollback and Shadow Defender won't protect you from data loss.
If you got hit by a keylogger at 1:00 PM, and you accessed your bank account and your gmail account at 2:00 PM, and you rolled back your system at 5:00 PM, it's too late.
Prevent data loss by regular backups to local (offline) and cloud (online) services. I know with Avast Sandbox, you can add your personal folders to the Protected area to prevent (block) sandboxed programs access. Same with Sandboxie, I think - can anyone confirm?
But can this be achieved with Shadow Defender?
Since the keylogger's main objective is your password, it is advisable to use, for the most important services (such as online banking and email), the two-factor authentication.
Excellent point to use multi-factor authentication, this should be a standard practice for all Web accounts, where possible.
An alternate would be to use Mobile Banking for quick payments, or checking the balance. Most official banking apps are available for Android, iOS and Windows 10 Mobile. The downside to Mobile Banking is the inability to add a new recipient, at least from my experience, I needed to access Online Banking to add a new person and that's where multi-factor came into play.
Rodney- you would need an OutBound alerting firewall.
True for software-based loggers. Are hardware loggers still used? I suppose the attacker would need physical access to the system.
ID Theft Protection requires the user to be vigilant when opening links from the email and messaging services from friends and family, or even well-designed spoofed messages.
Modern browsers come with Phishing protection as standard, but as the end user you should not be dependant on these services, as some can slip through the nets. However, you can get extensions to provide more protection against dangerous sites or social engineering attempts.