I don't know about Kaspersky, but I run it alongside McAfee on my Windows 8 machine. Admittedly, I did have to uninstall Malwarebytes during the installation process of McAfee, but it was a simple matter of reinstalling Malwarebytes afterwards. Perhaps it's the same with Kaspersky?
If you are using the free version then it requires you to manually scan for infections but as you have the pro version it does it automatically and runs in the background. There hasn't been any problems reported so far. Why are using Kaspersky Antivirus when Windows 8 has its own very good antivirus already installed as part of the OS ?