There are four yugas, or millennia--Satya, Treta, Dvapara, and Kali--and in each millennium the Supreme Lord incarnates, and each incarnation has a different color according to the yuga. In the Satya-yuga the color of the principal incarnation is white. In the Treta-yuga the color is red, in the Dvapara-yuga the color is blackish (Krsna), and in the Kali-yuga the color of the principal incarnation is yellow (Caitanya Mahaprabhu). This is confirmed in Srimad-Bhagavatam (10.8.13) by the astrologer Gargamuni, who calculated Krsna's horoscope in the house of Nanda Maharaja."

Teachings of Lord Caitanya, Chapter 8

Lord Visnu is sometimes called tri-yuga because He appears in three yugas - Satya, Treta and Dvapara, but in Kali-yuga He does not appear. However, Srimad-Bhagavatam also describes the prayers of Prahlada Maharaja, which explain that the Lord sometimes appears in a concealed form in the age of Kali, garbed as a devotee. Lord Caitanya is that devotee. In Satya-yuga He is white (sukla), and Treta-yuga He is red (rakta), in Dvapara-yuga he is dark blue (syama), and in Kali-yuga he is sometimes black (krsna), and sometimes yellow (pita), like Caitanya Mahaprabhu.

"The duration of the material universe is limited. It is manifested in cycles of kalpas. A kalpa is a day of Brahma, and one day of Brahma consists of a thousand cycles of four yugas or ages: Satya, Treta, Dvapara and Kali. The cycle of Satya is characterized by virtue, wisdom and religion, there being practically no ignorance and vice, and the yuga lasts 1,728,000 years. In the Treta-yuga vice is introduced, and this yuga lasts 1,296,000 years. In the Dvapara-yuga there is an even greater decline in virtue and religion, vice increasing, and this yuga lasts 864,000 years. And finally in Kali-yuga (the yuga that we have now been experiencing over the past 5,000 years) there is an abundance of strife, ignorance, irreligion and vice, true virtue being practically nonexistent, and this yuga lasts 432,000 years. In Kali-yuga vice increases to such a point that at the termination of the yuga the Supreme Lord Himself appears as the Kalki avatara, vanquishes the demons, saves His devotees, and commences another Satya-yuga. Then the process is set rolling again."

Bhagavad-gita 8:17 Purport

"It is stated in Srimad-Bhagavatam that in Kali-yuga the heads of government will be plunderers and thieves. These thieves and plunderers take the money and property of the public by force or connivance. Therefore it is said in Srimad-Bhagavatam, rajanyair nirghrnair dasyu-dharmabhih. As Kali-yuga advances, we can see that these characteristics are already visible. We can certainly imagine how deteriorated human civilization will be by the end of Kali-yuga. Indeed, there will no longer be a sane man capable of understanding God and our relationship with Him. In other words, human beings will be just like animals. At that time, in order to reform human society, Lord Krsna will come in the form of the Kalki avatara. His business will be to kill all the atheists because ultimately the real protector is Visnu, or Krsna."

Srimad-Bhagavatam 5:12:7 Purport Bhaktivedanta Book Trust. HDG A.C. Bhaktivedanta Swami Srila Prabhupada.