Recently, APT attacks have frequently happened, which are increasingly complicated and more challenging for traditional security detection models. The system logs are vital for cyber security analysis mainly due to their effective reconstruction ability of system behavior. existing log collection tools built on ETW for Windows suffer from working shortages, including data loss, high overhead, and weak real-time performance. Therefore, It is still very difficult to apply ETW-based Windows tools to analyze APT attack scenarios. To address these challenges, this paper proposes an efficient and lossless kernel log collector called Kellect, which has open sourced with project at www.kellect.org. It takes extra CPU usage with only 2%-3% and about 40MB memory consumption, by dynamically optimizing the number of cache and processing threads through a multi-level cache solution. By replacing the TDH library with a sliding pointer, Kellect enhances analysis performance, achieving at least 9 times the efficiency of existing tools. Furthermore, Kellect improves compatibility with different OS versions. Additionally, Kellect enhances log semantics understanding by maintaining event mappings and application callstacks which provide more comprehensive characteristics for security behavior analysis. With plenty of experiments, Kellect demonstrates its capability to achieve non-destructive, real-time and full collection of kernel log data generated from events with a comprehensive efficiency of 9 times greater than existing tools. As a killer illustration to show how Kellect can work for APT, full data logs have been collected as a dataset Kellect4APT, generated by implementing TTPs from the latest ATT&CK. To our knowledge, it is the first open benchmark dataset representing ATT&CK technique-specific behaviors, which could be highly expected to improve more extensive research on APT study.