The colors on the graph are a graphical representation of the numbers that you see on the left.
Let’s take a look at the Competing Domains report as an example. We can see that Ahrefs.com ranks for 117 unique keywords in comparison to Backlinko.com. At the same time, Backlinko has 90 unique keywords, that Ahrefs doesn’t rank for, while they both share 34 common keywords.
Correspondingly, the graph we see next to them represents these numbers percentage-wise.
The blue color on the graph stands for unique keywords that only Ahrefs ranks for, while yellow color — those that only Backlinko ranks for. The green part between them represents keywords common for both of the competing domains.