Kaspersky promises security and data protection. However, a data leak allowed third parties to spy on users while they were surfing the web. For years.
This is a common issue with most anti-virus software. Please have good opsec but antivirus is not opsec. Actually an antivirus is only useful when you have bad opsec, and most times opens new security problems (such as importing a new root certificate and inspecting all your TLS trafic).
If you insist on using antivirus software (if you have to use Windows, for instance) please use a free-software solution like ClavAV/Immunet. In any case, always disable "cloud" capabilities (sending information about your files to a third-party for them to detect threats).
If you're looking for privacy-oriented systems:
- QubesOS allows you to run several virtual machines to compartmentalize your identities/activities (each VM can have different network configuration: VPN/Tor/etc)
- Tails is a live system for USB sticks that is amnesic (leaves no trace on the machine) and incogito (routes internet trafic through Tor)