The windows prefetch folder doesn't actually contain the file, but details about its physical location on the hard disk, etc. so that it can be loaded quicker.
Did you actually install this family keylogger, given its name ?
Key-loggers act in a way that tries to hide them from view and this may well be what is being detected, what is the malware name that it was given ?
Seeing your other mention of the suffix PUP, means you have run a custom scan and had avast look for PUPs (Potentially Unwanted Program), this can open a whole can of worms if you don't understand what a PUP is as many tools, etc. can have an alternative use good or evil and avast can't determine intent.
That is where the PUP comes in, you the user have to know what you installed on your system and what it does and if it could potentially be used for malicious purposes (key-logger, etc.) then it could be classified a PUP.