You cannot drive directly from Covington, Kentucky to Anchorage, Alaska. There is no road connection between the contiguous U.S. road network and Anchorage.
The Alaska Highway (AK-2 / BC-97 / Yukon 1) starts in Dawson Creek, BC—~2,200 miles from Covington. To reach it, you must drive through Canada (requires passport, vehicle insurance, possible visa). Even then, the highway ends in Delta Junction, AK; Anchorage is another 300+ miles via AK-1 (Parks/Glenn Highways).
Total driving + ferry: ~3,000+ miles, 5–7+ days. Not a simple road trip.