The many colors in this feather are created from the protein-like substance melanin; the same chemical that colors human skin. Many families of birds, like ducks and pheasants create feather color using melanin. Their bodies do not have the ability to create the bright yellows and reds in the feathers that you see in parrots and some songbirds.
Feather color is a complex subject so the previous paragraph is a simplification partly to fit this blog and partly because I don’t know the full story. If you have additional or contradictory information and sources about these feather colors, I will add it to the blog.