Kinetic theory of gases describes that a gas are particles that are moving in constant random motion. That motion of gas particles is governed by certain factors and one of which is their molecular weight.
If we consider the Graham's law,
`(Rate Gas_1)/(Rate Gas_2) = (sqrt(Molar mass Gas_2))/(sqrt(Molar mass Gas_1))`
we can see that the rate of effusion of a particular gas is inversely proportional to the square root of its molecular weight.
This means that heavier gases tend to move slower and lighter gases tend to move faster. Since lighter gases can move faster, they can diffuse faster thus having higher rates.