KANSAS CITY, Mo. — Anthony Volpe is trying to earn his keep.

For the first time since José Caballero came off the injured list, Volpe started at shortstop Monday and ended up saving the Yankees from another brutal loss.

After Bobby Witt Jr. put the Royals ahead with a solo homer off Jake Bird in the eighth, Volpe delivered a two-run single in the top of the ninth to lift the Yankees to a 4-3 win on a Memorial Day matinee at Kauffman Stadium.

Fourteen straight Yankees had been retired before Paul Goldschmidt started the game-winning rally in the ninth with a broken-bat infield single.

Jazz Chisholm Jr. came up next and roped a double past the dive of first baseman Salvador Perez.

That set the stage for Volpe. With the infield in, he lofted a single over the head of Witt at shortstop to put the Yankees (32-22) ahead.

David Bednar closed it out in the bottom of the ninth, working around a two-out walk, as the Yankees took the series opener from the Royals (22-32).

Bird was called on to relieve Brent Headrick with two outs and a runner on third in the bottom of the seventh inning and got out of that jam.

But with Fernando Cruz seemingly unavailable after he had pitched Friday and Sunday, Bird stayed in the game to face the heart of the Royals lineup in the eighth and hung a curveball to Witt, who clobbered it 432 feet to break a 2-2 tie.

Cody Bellinger put the Yankees ahead first when he led off the second inning with a home run on an inside fastball from Michael Wacha.

The Yankees were aggressive early in counts against Wacha — including seven of the first nine batters swinging at the first pitch — and Bellinger’s resulted in a 403-foot blast for the 1-0 lead.

The Yankees doubled that lead before the inning was over, thanks to the bottom of their lineup. With two outs, Volpe initiated the rally with a seven-pitch walk. J.C. Escarra followed with a first-pitch single to put runners on the corners.

That brought up Caballero — starting at third base for the first time this season — who was late to get to the plate, resulting in a pitch clock violation and an automatic strike. But he regrouped and singled to score Volpe for the 2-0 lead.

Will Warren flirted with disaster in the bottom of the inning when he walked three of the first four batters he faced — matching his single-game season high in a matter of minutes.

But he was able to limit the damage, allowing only a sacrifice fly to Michael Massey, which cut the lead to 2-1.

On a day when he induced 14 of his 18 outs via fly ball, Warren ultimately got burned by one that hung up too long as Perez pounced on a sinker over the heart of the plate and crushed it for a game-tying home run with one out in the sixth inning.