But the transition hasn't been without incident.
Apparently mother and children used the sun-drenched privacy of Bermuda to run around, um, naked in the garden.
During an appearance on the David Letterman show, she said she had to remind herself and the children that that isn't something that plays well in New York City.
"It's really hard to do that in Central Park," she said.
Letterman assured her that, actually, it wasn't that hard to do.
Photo credit: Associated Press