The actual differences between KFA and WD aren't that many, considering KFA does not have any type of behaviour blocker, just like WD. This means that both programs rely only on signaturers+cloud, and even though Kaspersky ones are a bit better, I believe it does not make much difference in a real world scenario.
If we were comparing WD to Bitdefender Free (which has a very good behaviour blocker) then the differences would be a bit bigger.
Anyway, please do not forget to pack a default-deny solution aside your AV (Voodooshield, Comodo Firewall, SecureAPlus, etc).