Davidson, who was inserted into the lineup after third baseman Todd Frazier was scratched with back tightness, smashed a towering splash-down into the left-center Kauffman Stadium waterfalls. It went an estimated 452 feet.
Holland retired the first 10 Royals before Mike Moustakas hit an opposite-field double in the fourth inning.
Holland was removed with two outs in the seventh after a Davidson fielding miscue allowed Eric Hosmer to score the second run of the inning. Salvador Perez's sacrifice fly scored Lorenzo Cain with the first run.
Holland (3-2) allowed one earned run on three hits over 6 2/3 innings, striking out seven and walking one. He lowered his ERA to 2.02.
Kennedy was led off the mound by the Royals trainer with one out in the fifth with a right medial hamstring strain. He will be evaluated further Friday.
Kennedy (0-3) allowed five runs (four earned) on six hits, including two homers. He also walked one batter, hit a batter and committed a balk.
The White Sox scored two runs in the fourth, which included a Moustakas fielding error on an Avisail Garcia grounder, Leury Garcia hit in the left foot by a Kennedy pitch, a balk and a two-run double by Cody Asche, who entered the game with a .091 batting average.
The White Sox added three runs off reliever Travis Wood. Avisail Garcia, who tops the American League with a .371 batting average, had a two-run single in the seventh. Davidson scored on a Yolmer Sanchez fly out in the eighth.
With the victory, the White Sox (15-12) moved into a first-place tie with Cleveland in the American League Central. The Royals (9-18) have lost 11 of 13.
NOTES: The White Sox placed RHP Nate Jones on the 10-day disabled list with right elbow neuritis. They purchased the contract of LHP David Holmberg from Triple-A Charlotte, where he was 3-0 with a 1.76 ERA. The White Sox transferred LHP Carlos Rodon, who has biceps bursitis, to the 60-day disabled list. ... Royals C Salvador Perez picked Yolmer Sanchez off first base in the second inning, his 19th career pickoff. ... Royals RHP Jason Hammel and Cleveland RHP Danny Salazar are the probables Friday. ... The White Sox continue their trip with a series at Baltimore. Chicago RHP Miguel Gonzalez and Orioles LHP Wade Miley are the Friday probables.