Same range as the wireless keyboard I would think, though on the 2.4GHz band, people fly remote control planes on it until they can't even see them, so the potential range is huge!
I'd have thought, dependent on the keyboard, about 10 metres or thereabouts though.
Bear in mind that the hacker doesn't have to be next to you though, it's only a device that has to be near to you, I'm sure somebody created a device that works as a phone charger, but also logs the keystrokes!
I don't want to scare you though, I'm sure these keyloggers only affected a certain timeperiod of keyboards anyway from memory, best to google your specific one!