As part of Avast free updates you have a chance to use SafeZone browser. Among features of SafeZone browser I found that SafeZone protects you from keyloggers/malware/spyware.
I'm interesting especially at keyloggers protection and how SafeZone manage to achieve it?
Also what did they ment by malware/spyware protection? Cannot I achieve the same with anonymous mode in Chrome?
Anonymous Mode does not protect you from malware. It simply deletes cookies/browsing history/etc. after you close the window.
Unlike Anonymous Mode, SafeZone works like a virtual machine whose only function is browsing the web. If you were to encounter any malware while browsing, it would be contained within the SafeZone "VM."
As for how it protects against keyloggers: It detects them by looking for signatures and hashes that match known keyloggers. Additionally, SafeZone "prevents keyloggers and network-based eavesdropping from capturing any of your data," meaning that if you have any keyloggers on your machine(or other info-gathering malware), they should not be able to tell what you are doing in SafeZone. A hardware-based or low-level keylogger could log your keystrokes before SafeZone can secure them.
SafeZone protects against keyloggers by sending your keystrokes directly from 'your keyboard' to SafeZone. This way a (malicious) windows application shouldn't be able to intercept it.
However, note: that if you're infected with a low-level keylogger, or even one on hardware-level SafeZone can't protect against this because in that case the keylogger intercepted your keystrokes even before SafeZone had a chance of using it's security-mechanism on it.
Protection against keylogging is a mouse-and-cat game between the protector and hacker. The one which is able to protect/log the keystrokes the lowest on the system (hardware-level) wins. Unless signature-based detection or something similar is used of course.
Avast Safezone is a sand-boxed browser. A sandbox is a security mechanism who often by virtualization (note: 'Virtual' Machine) separate running programs from each other. You can compare it with a virtual machine. This way malicious software on your host system (A) can't affect the other processes running in your sandbox/VM (B). Unless it's wrongly configured or exploits are found.
That browser also contains add-ons and special configuration to 'harden' it. You can also 'harden' Google Chrome a bit by using these add-ons and configuration which is a good practice to do and will protect you against some dangers. But you won't be protected against malware, and other things which SafeZone protects you against. Also note that incognito-/anonimity-mode does not protect you against anything. It only makes sure your history and cache is not saved in the browser, yet, it'll be saved on other places probably like e.g your DNS-cache.
