Please post some pictures of the damage. If we can figure out the insect causing the damage it is more likely we can give you useful advice. Also some of the damage may be from brown rot or other diseases.
To be successful with peaches you need to be able to control brown rot and protect the fruit from insects.
To protect the fruit from insects you can: do nothing, spray Surround, bag the fruit, spray an insecticide or do a combination of these things.
Do nothing- won’t work when the insects show up in numbers
Spray Surround- Surround is a kaolin clay and is not an insecticide. The clay acts as protectant and repels insects.
Bag the fruit- you place bags on the fruit when they reach dime size so insects can’t attack them. Depending on where you are and the insect species you may still have some damage because the insects will attack the fruit before it reaches dime size.
Spray an insecticide- you don’t spray until after petal fall to prevent killing pollinators
Combination example- spray 1 or 2 times with Surround or an insecticide and then bag the fruit. This protects the fruit until it’s large enough to bag.
To control brown rot you can plant peach trees resistant to brown rot and/or you can spray an organic or synthetic fungicide. Kentucky is hot and humid in the Summers so brown rot is going to be a real problem at some point when it shows up. Even with brown rot resistant peaches you will need to spray a fungicide. On the forum most people that start out with organic fungicides eventually switch to synthetic ones since the synthetics are much more effective and brown rot pressure is high in hot, humid regions.