I have travelled on four transatlantic flights (two trips there and back) with a kilt roll in addition to checked luggage and one carry-on piece. No problem whatever.
It may depend on where your travelling is, and also on the airline, but on the flights I mention you can have an extra checked in item for an additional cost. In case you are afraid the checked luggage may go missing and your kilt be lost, obviously you should insure it for its replacement cost.