Alcohol is a byproduct of yeast, which eats the sugar of the substance being fermented and “releases” (i.e. craps out) carbon dioxide and alcohol. Yeast and other materials are removed from beer and wine via filtration (i.e. physically pouring the stuff through a filter). Spirits are separated from their primary ingredients via distillation, which is boiling off the alcohol, catching the vapors and allowing the vapors to condense and drip into a separate container. I would assume that yeast doesn’t turn to gas at the same temperature as alcohol, and therefore doesn’t continue on the journey to the bottle.
I would doubt that there’s a filtration process that is sophisticated or rigorous enough to capture 100% of yeast from wine or beer, but it’s not an area of expertise.
Here’s some more info. It looks like wine-based spirits (cognac, sherry, etc) are not kosher.