The story of Ash started in KOF 2003 and continued in XI (KOF XII was a Dream Match game, like '98 or 2002). They didn't say that in the video of the OP.
I will not be able to buy this thanks to Dark Souls and other three games that I still have to buy, but yeah, like what they say in the video preview KOF is huge in Latin America, is kinda ridiculous actually.