KANSAS CITY, MO. – As everything fell apart in the fifth inning Saturday, Twins lefthander Tommy Milone bent over at the waist, yelled at the ground, then squatted as the Royals added to their lead.

Eduardo Escobar had just been charged with his second error of the inning, allowing Kansas City to build a four-run lead. That's a number the Twins have yet to each this season. Milone was frustrated, as the Twins were on their way to another loss. A record-setting one.

The Twins' 7-0 loss to the Royals on Saturday dropped them to 0-5 on the season. No Twins team has started a season with that many losses. The 1969, 1981 and 2012 teams all started 0-4 before putting one in the left-hand column.

Milone took the mound on Saturday being the guy who stopped an 0-3 skid to start last season, when he crafted his way to win over the White Sox. He wasn't as fortunate on Saturday, getting knocked out in the fifth inning.

"We're trying," Milone said. "Obviously, it didn't happen today. I think we just have to keep plugging away. We know what kind of team we are, what we are capable of. We're just not playing well right now."

Twins players early on Friday talked about how this start didn't feel like last year's 1-6 start because they have been competitive through the first four games. They lost their first four games this week by a total of six runs.

Saturday's loss smelled a lot like the start in 2015.

"Everything that could have went wrong did," Twins manager Paul Molitor said.

Kansas City righthander Ian Kennedy made his Royals debut after signing an eyebrow-raising five-year, $70 million contract during the offseason. He kept the ball down all night, shutting out the Twins for 6â…” innings on five hits and one walk while striking out seven. He walked off the mound to thunderous applause in the seventh.

Milone deserved a better fate. He shut out the Royals for three innings before giving up back-to-back home runs to Mike Moustakas and Lorenzo Cain in the fourth. It was a manageable deficit, even for the offensively challenged Twins. But the Royals poured it on.

With one out and a runner on first in the fifth inning, Omar Infante sent a ground ball to short that Eduardo Escobar fielded but lost control of on the exchange from glove to hand. He was turning toward second to get at least one out but was charged with an error instead.

Paulo Orlando singled to center to load the bases. Alcides Escobar lined out to Eduardo Escobar for the second out. Eduardo Escobar looked to double off retreating baserunners and threw to first — but the ball deflected off Orlando and away from first baseman Joe Mauer for another error. Perez scored to make it 3-0, as Milone yelled in frustration. Mike Moustakas added an RBI single to right as the Royals pushed their lead to 4-0. Milone was vexed even more.

"Whatever is happening behind me, I have to come back and make pitches," Milone said.

Kansas City added three more runs — including a Kendrys Morales home run — to take a 7-0 lead in the sixth. The inning was costly, as Danny Santana strained his right hamstring while chasing Salvador Perez's double and was forced to leave the game. He was placed on the 15-day disabled list after the game, and outfielder Max Kepler was called up from Class AAA Rochester.

It added to a long night at Kauffman Stadium.

"Disappointed to not have played a more competitive game," Molitor said. "You just got to figure out a way to keep coming back the next day and stay positive about things turning around.''