DENVER – The setup is one the Wild practices all the time.

But instead of fanning out to cover the opposing players in the defensive zone like it's supposed to, the Wild tracked the puck — leaving one of the most dangerous players on the ice, the Avalanche's Mikko Rantanen, all alone to set up teammate Gabriel Landeskog for a backdoor tap-in.

"We talked about it, about sorting out and staying on your guy," defenseman Jared Spurgeon said. "I think just had a lapse there."

Not only was the gaffe a costly one, the deciding tally in a 4-2 loss to the Avalanche on Saturday at Pepsi Center that dropped the Wild to 0-2, but it overshadowed what was otherwise a valiant effort that saw the Wild overcome a poor start and two-goal deficit to pull even with one of the most dynamic teams in the NHL.

"It's disappointing to not come out of that with a point," defenseman Ryan Suter said. "We did a lot of good things, and we've got to continue to work at it."

Those positives came after a rough beginning.

Only 23 seconds into its first power play of the game, Colorado converted when Rantanen moved from the wall to the slot untouched and wired a blistering shot through traffic and by goalie Devan Dubnyk at 4:30 of the first period.

By 5:57, it was 2-0.

Avalanche newcomer Pierre-Edouard Bellemare was unsuccessful on a wraparound attempt but kept on the puck, eventually lifting it over Dubnyk.

As the home crowd wailed, the Wild reset during a timeout and returned composed.

"We all got a little ticked off," Suter said. "We knew that we hadn't played good at all and wanted to get going."

Players picked up their pace, finished their checks and found open ice in the Colorado end. Winger Marcus Foligno and defensemen Matt Dumba and Carson Soucy were leaders in the physical department, combining for 16 hits.

Then, at 10:17, the improvement was rewarded when Suter's point shot deflected off Avalanche defenseman Erik Johnson's stick and by goalie Philipp Grubauer.

A buffet of special-teams action took over in the second, and that's where the Wild excelled.

The penalty kill snuffed out two consecutive Colorado chances, including a stretch when center Luke Kunin was without a stick.

"We did a great job against an extremely good power play," coach Bruce Boudreau said.

Late in that second penalty kill, Foligno drew a tripping penalty in the offensive zone, and when the Wild gained an extra attacker, it tied it at 2.

Dumba's shot from the left side was tipped in front by winger Zach Parise 8:31 into the period, Parise's first tally of the season after a pointless preseason. The power play finished 1-for-4, while the Avalanche was 1-for-6.

But that was as close as the Wild would get. Defenseman Ryan Graves buried an empty-net goal with 40 seconds left. Dubnyk ended up with 28 saves, and Grubauer had 29.

"Two goals is not enough," winger Kevin Fiala said. "We just have to get more goals, get more shots on goal, get more people in front of the net. It's just maybe too easy for the goaltender right now. Maybe just one more guy in front and get dirty goals. It's going to come."

With its next game not until Thursday in Winnipeg, the Wild will have time to figure out a solution.

"Our execution has to be better," Dumba said. "We have to have that killer instinct, too. We had some great opportunities. We just have to put them away."