They come in all colours, depending on the cow and the cattle component of the beefalo (bison calves are orange, when they are born). Bison cow with calf
The beefalo have very thick coats, inherited from the Bison side, having more hair follicles per square mm than cattle. It makes them resistent against cold and hot weather.
Bison and Beefalo have different gut enzymes and are able to digest roughage and thrive on it.