Exception list is not the issue, KIS is known to be an anti-virus which eats up a lot of memory especially during an update, your download speed gets eaten by Kaspersky.
It's the best anti-virus in my opinion but it's too heavy even for mid-end gaming computers, uninstalling it would probably fix your ping issue (for some time) unless you have a really crappy internet and PC but that's up to you of course.