People theorize they're controlled by the Russian government but I've never come across any evidence that they're anything other than a top tier security company though.
They have done some fairly bold moves in the past though, like cleverly calling out other AV companies that were copying their detections [0] and kind of embarrassing the NSA [1] when a NSA employee took their malware/cyber weapons home to their PC running Kaspersky AV, which detected the malware and sent it back to Kaspersky server for analysis.
[0]https://www.theregister.co.uk/2010/02/10/kaspersky_malware_d...
[1] https://www.bleepingcomputer.com/news/security/nsa-employee-...