NEW YORK -- One thing you have to say about the 2019 Royals: They don't give up easily. They came back from a five-run deficit against the Yankees on Sunday afternoon but lost the game, 7-6, in 10 innings at Yankee Stadium.

Right-hander Ian Kennedy allowed the game-winning RBI single to Austin Romine in the 10th after Jake Diekman walked the first two batters of the inning.

"I felt good, but I just didn't get it done," Diekman said.

Thairo Estrada followed the free passes with a sacrifice bunt to place a pair of runners in scoring position for Romine's heroics.

It looked like the game was over by the seventh with Yankees left-hander James Paxton dominating. He struck out 12 batters in six-plus innings. Overall, the Royals fanned 20 times in the game.

"Paxton was getting us to swing at the high fastball all day long," Royals manager Ned Yost said.

But the Royals showed the type of team they are. Down 5-0, Kansas City was able to take the lead on New York's bullpen in the eighth. With Chad Green on the mound, the Royals loaded the bases with no outs.

In came Adam Ottavino, and the Royals struck quickly. Adalberto Mondesi doubled to right field, scoring two runs. Alex Gordon knocked a three-run shot to tie the score at 5. Hunter Dozier followed with his own homer to give the Royals a 6-5 lead.

It marked the Royals' first back-to-back homers since Sept 13, 2018, when Salvador Perez and Jorge Bonifacio went deep against the Twins.

"There is no quit in us," Gordon said. "We are having good at-bats. These are tough pitchers we have faced. Paxton did a good job, but I thought we were having some good at-bats. It was just a matter of time. We have confidence in every inning against whoever pitches over there."

The lead wouldn't last. The Royals' bullpen has been a problem all season, and it reared its ugly head in the bottom of the inning. Wily Peralta gave up a game-tying, two-out RBI single to Romine.

"Getting those six runs were huge. Our team just continues to fight," Yost said. "After that great inning, we'll put Wily out there. Let's make sure we get through the bottom of the eighth inning and then we'll close with Ian. Of course, we couldn't get through the bottom of the eighth inning."

The Royals dropped their record to 7-15. Gordon said the Royals are better than their record indicates.

"We are frustrated. Nobody likes losing," Gordon said. "At the same time, we do feel like we are in a lot of games but fall apart late. It's kind of demoralizing. At the same time, you have to keep your head up, keep trying to get better. If everyone tries to do that, everything is going to get better and better. Hopefully, we can start figuring out these games that we are losing."