I agree with that.I run KIS + VDS in real time, KIS is tweaked. ZAM and EAM Emergency kit on demand. I'm extremely happy with that combination it runs great on my system, no slowdowns and I consider a tweaked KIS along with VDS to be an extremely effective combo for real time protection.
If still you think that you may have a problem then you can add Shadow Defender or Sandboxie to your security set up and then i think you are good to go.
p.s: If you are testing malware you should do it in a VM.
If you visit suspicious sites or download weird stuff then you should change your browsing habits.