There is a plug-in available for Rhino that enables “Live Linking” from Rhino to Keyshot:
“With LiveLinking, your modeling application and KeyShot are connected (via the plugin). With it, you can continue to work in the 3D modeling application after the initial transfer to KeyShot. At any point in time you can update your designs in KeyShot with the simple push of a button. Only the changed parts and layers will be transferred to KeyShot, without the loss of any materials, animations, lighting nor camera setup.”
Get the plugin here:
scroll down until you see the Rhino logo, click on the logo, then choose the appropriate operating system. Once you have the plugin installed, you can read the instruction below for how to use it (windows and mac have differences in how to use it).
See this page for details on how to use it: