Had already happened by the time of the 2014 midterm, but I'm not sure that there's much to add apart from that.
If we're talking about Democrats losing these voters rather than Republicans winning them, I think it happened within the first year or two of Obama's presidency.
The rapid collapse of his approval and the widespread loss of interest in politics that occurred in that period doesn't get enough attention in these discussions. The brutal realities of the post-recession economy forced a rapid realization in many that Obama had taken the adage about "campaigning in poetry and governing in prose" and escalated it to the point of campaigning in creative fiction.
The political media mostly ignored this in favor of the narrative that millions of Americans who voted for Obama (or at least gave him enough of a chance to express approval in in the first months of his presidency) had become white supremacists in a matter of months.
Never mind that we were stuck in the worst economy in decades, never mind that the health care plan that Obama signed bore little resemblance to what he had campaigned on, never mind that many of the voters in question had moved on from viewing the War in Iraq (for which Obama took no blame) as the leading proof of bipartisan corruption and incompetence to viewing the Wall Street bailouts (for which Obama took as much blame as Bush, in the eyes of many) as the leading proof of bipartisan corruption and incompetence.
And those that watered down his agenda got their asses kicked anyways.
