They are born with grey feathers, which gradually turn pink in the wild because of a natural pink dye called canthaxanthin.
They obtain the dye from the food they eat.
(Brine Shrimp and Blue-Green Algae)
They will lose most of their pink color if they change diets. Flamingos in zoos are fed synthetic canthaxanthin to maintain the illusion.
It would seem that even nature is a painter.