In some of the earlier photos of them little sister Pippa is leading big sister Kate & holding her hand.I think these were taken during Kate & William's break-up so Kate probably needed some sisterly support.
Catherine, Duchess of Cambridge is presented with a train for Prince George by actor Oliver Barker and actress Michelle Dockery during an official visit to the set of Downton Abbey at Ealing Studios on March 2015 in London, England.
Duchess Kate & Queen Elizabeth: London to Leicester!: Photo Catherine, Duchess of Cambridge (aka Kate Middleton) and Queen Elizabeth II arrive at St Pancras station on Thursday (March in London, England.
Royal Debuts! Comparing Meghan Markle and Kate Middleton's First Official Royal Appearances