Kasperky AntiVirus was caught in the middle of a battle between the company's owners, and the Russian Security Services government agency. The company lost and now the Russians are now in charge of the Kaspersky Security Network. Leo says that he hasn't recommended Kaspersky for awhile now and even the US Federal Government recommends not using it because of the potential for spying. But it's more than a potential espionage tool, as there's a hole in the Kaspersky Network that would allow an employee of the company, or a hacker to snoop into your system.
Then again, Leo recommends not installing any antivirus on your computer, save the one that it comes with. Windows Defender or Security Essentials. They do a decent job. But the best protection against viruses is your own online behavior.