Safety Not Guaranteed

Darius Britt (Aubrey Plaza) is a disillusioned college graduate who lives at home with her widower father (Jeff Garlin) and interns at a Seattle magazine. One of the magazine's writers, Jeff Schwensen (Jake M. Johnson), proposes to investigate a newspaper classified ad that reads:
"Wanted: Somebody to go back in time with me. This is not a joke. You'll get paid after we get back. Must bring your own weapons. I have only done this once before. Safety not guaranteed."Jeff's story idea is approved by his boss, Bridget (Mary Lynn Rajskub). Jeff selects Darius and Arnau (Karan Soni), a studious Biology major interning at the magazine to diversify his resume, to assist him. They travel to the seaside community of Ocean View, Washington, to find and profile the person behind the ad. Jeff later reveals an ulterior motive for this assignment - to track down a long-lost love interest who lives in the beach community.
Darius discovers that the person behind the ad is Kenneth Calloway (Mark Duplass) who works as a stock clerk at a local grocery store. Jeff's attempt to contact Kenneth alienates him, so he orders Darius to make contact.Darius's disaffected attitude serves her well, and she quickly endears herself to Kenneth as she poses as a candidate to accompany him on his mission. While Kenneth is paranoid and believes that "secret agents" are tracking his every move, Darius gains his trust as she participates in a series of training exercises in the woods around his house, and begins to develop feelings for him. She tells Kenneth about the death of her mother when she was young, and that her mission is to prevent it. Kenneth says his mission is to go back to 2001 and prevent the death of his old girlfriend Belinda who was killed when someone drove a car into her house.Meanwhile, Jeff tracks down Liz (Jenica Bergere), his fling from his teenage years, and though she does not embody his fond youthful memories, they reconnect. He asks her to move to Seattle, but she believes that this is just another fling for Jeff, so she refuses. Upset by her rejection, Jeff takes Arnau out on the town and they pick up some comely young women. Jeff tells Arnau to not waste his youth and convinces him to spend the night with one of the young women.The next morning, Jeff learns from Bridget, who has been following the notes on the story, that Belinda (Kristen Bell) is still alive. Darius goes to interview her. Belinda says that she was only friends with Kenneth, and that Kenneth had driven into her then-boyfriend's house but no one was injured. After the interview, Darius is questioned by two government agents who have been following Kenneth and believe that he may be a spy because of his communications with government scientists.Darius returns to Kenneth's house to confront him about Belinda. Kenneth claims that if Belinda is alive then his time traveling worked. Jeff then comes in to warn that the government agents are also on the property. Kenneth panics and runs into the woods. Darius follows him, and finds Kenneth on a boat with his time machine. Darius apologizes for lying to Kenneth and tells him everything else they shared was real. Darius joins him on the boat. Kenneth tells Darius that the mission has changed, saying that he now wants to go back for her. As Jeff, Arnau, and the two government agents watch, Kenneth activates his time machine and the boat disappears.

Question: What does Kenneth believe?
Answer: "secret agents" are tracking his every move