Nope, well, sorta… if you drank vanilla from the store, it would be alcoholic too but Khalua is made with strong brewed coffee, vodka, sugar and vanilla (the already made kind) then set in a dark cupboard to age for a month or two. 

There are other recipes where you soak ground coffee in either vodka or rum for at least a month… then filter it and use that to make the khalua… I haven't tried that myself but it's something to think about!