"Kenya" also avoided damage in air attacks by the Germans on 27–28 March. She had by now received the nickname "The Pink Lady", due to her Mountbatten Pink camouflage paint, during the commando raid against installations on Vågsøy Island off the Norwegian coast. This was attributed to her Mountbatten Pink camouflage blending in with the pink marker dye the Germans were using in their shells, preventing German spotters from distinguishing between shell splashes and the ship. The force returned to Scapa Flow in early January 1942. "Kenya" returned to escorting Arctic convoys between March and May 1942. On 22 March after escorting PQ12 to Murmansk "Kenya" was loaded with 10 tonnes of Russian bullion and took it back to Britain for safe keeping.