It shouldn't make a difference what color that candle is, it is more important what type of wax the candle is made of as that is what generally determines it's burn time. Soft wax has a higher oil content and lower melt temperature making it burns faster. Most candles in jars have soft wax, and pillar candles have hard wax. The longest burning candles are pillar candles made of a blend of beeswax and paraffin.

It always depends on the size and shape of the candle. The rate at which a candle burns is dependent on the size and composition of the wick, and the thickness, composition, and melting / vaporization rate of the candle wax. Color is not the predominant factor. It's not the color of the candle, but the wick. If the wick is cheap the candle won't burn correctly or will burn out shortly after you light it. If the wick is of good quality, it will burn down the center of the candle without once going out. candle that are white might burn faster than colored candle because it does not contain many chemical in the wax.

It shouldn't make any difference unless the dyes somehow affect the combustion. The thicker the wick, the quicker the candle will burn away.

Assuming that both candles are made from similar wax and are equally sized, wicked and shaped then the colored candle will burn away quicker. White reflects heat away and a color will absorb heat. The starting point will have the colored candle a small fraction of a degree warmer than the white candle but this is enough for the colored candle to burn away first.

Impurities in the colored wax, preventing burning, can change the result.

If both candles are made of same same size, wick and thickness then the white candle will burn away faster than the colored one.
This is because the white candle is not having any impurities like the color which will make it burn faster than the colored one which is having the impurities of the color.

Color doesn't matter, thickness matters

Hardly any difference at all.