I know you might be asking about more traditional kilts, but I have often worn my UK in the Smoky Mountains in the winter, and as long as I kept my core (torso) warm, I had no problems. And it gets a bit windy at Newfound Gap! I have also worn my lightweight SWK and it's not too bad, as long as I'm not standing in one place for too long. Good socks and sweaters probably make more of a difference than fabric weight, at least in TN. I would probably not pack my SWK for a winter hike in Minnesota, but Tennessee winters don't get that harsh.