There is a known compatibility issue between the Cloud Client and Kaspersky AV documented in the Cloud Release Notes at: http://portal.threatpulse.com/docs/rn/RNs.htm
Tested Anti-Virus Vendors on Clients->
Kaspersky Internet Security
Per the Cloud Release Notes, using Kaspersky AV with Cloud Client will make all traffic forward to the cloud as the default (non-interactive) user. In other words, all users (in Cloud Reporting) will show up as: non-interactive-user (instead of their usernames).
Kaspersky AV, in its default configuration, won't allow the Cloud user-tunnel to come up (which identifies individual users).
There is a workaround, however, by EXCLUDING ports 80 and 443 in Kaspersky's port monitoring.