The Kalo Knights are the main knights of the Kingdom of Kalon, one of the Six Ancient Lordships. They are regarded as a fairly distinctive group of Knights because they are not humans, but are from a lordship founded by sub-humans. The Kalo race looks similar to rhinoceroses, but are bipedal.
They are stout and tall -- the average adult human only comes up to the chest of a Kalo, and is less than half as wide. The Kalo Knights are not based on cavalry, as is usual. In fact, they don't have a cavalry at all, as there is currently no animal in the land capable of withstanding their weight. Instead, these knights are based on a strong infantry. While their mobility and agility is not good, their strong bodies and advanced rune armor technology has made them the most powerful military in the region.
The Kalo race were granted their lordship for their heroic contributions in the Great Banishment. According to the annals, they are an irritable and belligerent, but good-hearted race. Their oppression by the demons caused them to choose to join the Human King's army, and their addition gave the Human King's infantry a great advantage. When facing the demon soldiers hardened by rune power, the Kalo trampling attack easily ground the demon solders into the ground. The power of this race can be seen here.
The first Kalo chief was "Prince of Sadness" Heurton. This powerful hero was friends with Kalume from childhood, so when the Kalo were persecuted by the demons, Kalume went to help the friend he'd grown up with. Later, when the crisis was over, Heurton led all of the Kalo to join Kalume at his camp. At the same time, the Kalo had a good relationship with the Fireboot Dwarves, probably because they're both adept at forging and their homelands are fairly close.
The current leader of the Kingdom of Kalon is Lord Ronick. This tall, strong white rhino regards the new king Callaway with the same respect his ancestors had for the Human King. However, the Kalo respect strength, and if Callaway isn't able to demonstrate the same strength as his ancestor Kalume, it's possible that this loyal ally will eventually abandon him. Some people in the Kingdom of Dalanis have wondered why General Lance hasn't asked this loyal ally to assist Callaway, but Lance hasn't offered any explanation. This is one reason some have questioned his loyalty.