The following conceptual diagram illustrates the general idea of the key exchange by using colors instead of very large numbers.
In this example the color is yellow. Each of them selects a secret color–red and aqua respectively–that they keep to themselves.
The crucial part of the process is that Alice and Bob now mix their secret color together with their mutually shared color, resulting in orange and blue mixtures respectively, then publicly exchange the two mixed colors.
Finally, each of the two mix together the color they received from the partner with their own private color. The result is a final color mixture (brown) that is identical to the partner's color mixture.
If another party Eve had been listening in on the exchange, it would be computationally difficult for that Eve to determine the common secret color; in fact, when using large numbers rather than colors, this action is impossible for modern supercomputers to do in a reasonable amount of time.