Use parasolid files. Or step, iges, stl files.
Or, update Keyshot to a later patch which supports SolidWorks 2015 files. Keyshot 6.0 probally does not support SolidWorks 2017 files, but Keyshot 6.3.23 does.
KeyShot 5.3 Released - Features and Improvements:
SolidWorks 2015 SP3 support (Beta importer)
SolidWorks users on version 2015 SP3 now have support to import their models directly through the File, Open.../Import... menu using the Beta importer option.
Use step files