getting back to my original question, the situation I am concerned with is like this:
you install a program or open a file that seems innocent, and in fact it doesn't show suspicious behavior, at least at first.
but at boot, the payload does its business, before your security softs have a chance to load.
This problem is not limited to Kaspersky, of course, but I thought that maybe Kaspersky had a solution for it.
Maybe Harlan's tweak of unticking Release resources to the operating system when the computer starts is the best protection, coupled with blocking script interpreters and powershell tools by means of Application Control