The answer is: molecular polarity.
Paper chromatography is an analytical method used to separate colored substances.
Substances are distributed between a stationary phase and a mobile phase.
Substances have different chemical structures and because of that, the different polarity, so each molecule have a different solubility in the solvent.
If a substance is very nonpolar, it will not dissolve at all in a very polar solvent.
If water (polar substance) is a solvent, the more polar the color, the higher it will rise on the papers.