You want to ask it like this, Ben:
What is the differen
ce between ...
_______
I have always lost my keys is a somewhat strange sentence. Usually it would continue:
I have always lost my keys whenever I've gone to that restaurant.
I always lost my keys is not present tense. Did you mean to ask about
I always lose my keys?
Without some clarification of the question it's difficult to give you the information you are looking for.
CJ