I get asked if I'm too hot at reenactments a lot, I always say, aren't you? Invariably they just look surprised and say yes. I mean, I'm sitting there in 3 layers of clothing including a 1/4 inch thick set of leather stays (18th century version of the corset) of course I am! But no hotter than they are, it's what you are used to.
At cold events I'm always warmer than they are, but they haven't learned that I keep a steaming hot cup of tea nearby to stay warm with at all times, if you keep it just under your hem where you are sitting it's like having a little heater warming the pocket of air.
I would assume a Kilt, being wool would have the same effect, although I am pretty sure I'd freeze from ankle to knee (my feet do not become cold, ever)