Kim, 30, said she loves the fact that her most intimate moments are televised: 'It's like the best home movies,' she said.
'We always say that we feel so fortunate to have all these memories caught on tape for us to look back on years from now and it's honestly just so cool to have this set of home videos that we would never really capture all of this,' she said.
The sisters later showed off some pieces from their new clothing collection and raved about their role in New York fashion week.
'We will literally turn around, at an event, like for a Sears launch and see the red carpet and we'll be like 'can you believe this is our event?' that 'this is for us',' said Kim.
Khloé also said she was going to whip her brother Rob into shape for his appearance on US TV talent show Dancing with the Stars.
'I'm going to kick his butt,' she said.