Once a touted prospect in the Yankees' system before going on to find greater success in the National League West, Kennedy was hammered for seven runs on five hits over 6 1/3 innings by his original club as the Yankees took three of four games in the series.
"That was a series that we needed to play well against a very good team," said Headley, whose second-inning homer was his first extra-base hit of the season. "To get three out of four, obviously, was big for us. And, personally, to have a good day was a step in the right direction."
Nathan Eovaldi started for New York and limited the Royals to three runs, allowing eight hits over five innings to pick up his third victory of the year. Alex Gordon hit his fourth homer and added a run-scoring single in the loss.
"I felt really good out there," Eovaldi said. "I felt I got hit around when I was ahead in the counts tonight, but overall I'm really pleased with the outing. I thought our guys did a great job offensively and on defense."
The defending champion Royals have lost 12 of 16 and limped out of New York with a 2-5 road trip. They head home for a six-game homestand starting with the Braves on Friday.
"I'll just be happy to get home," Royals manager Ned Yost said. "It seems like we haven't been home in a year. We have a real comfort level at home."
MOMENTS THAT MATTERED Digging the long ball: The Yankees launched three home runs off Kennedy, beginning with Castro's solo shot in the first inning, his fourth of the year. Headley hit his opposite-field blast in the second, marking his first extra-base hit in 103 plate appearances this season and first homer in his last 170 at-bats. Gregorius smacked a two-run shot to extend New York's lead in the fourth, his third of the year. Kennedy had allowed just three homers in 38 innings coming into the start. More >
"We have guys up and down the lineup who can hit the ball out of the ballpark," Yankees manager Joe Girardi said. "Now, they're not 30-home run guys, but they're going to hit some home runs. And that's what happened tonight."
Gordon carries offense: Gordon got the Royals going in the fourth by whacking a drive deep to right-center off Eovaldi for his fourth homer of the season and second on the road trip. Statcast™ projected the homer at 422 feet, with an exit velocity of 105 mph. Gordon also delivered an RBI single in the fifth that brought the Royals within 5-3. But Salvador Perez, the next hitter, nearly hit a home run to right field that would have given the Royals a 6-5 lead -- the ball was caught at the wall by Carlos Beltran.
"Yeah, I thought it was gone when Salvy hit it," Yost said. "He was working on going the other way during batting practice, and he hit like nine home runs the other way. When he hit that, I thought it's definitely got a chance to go out, but Beltran made a nice play at the wall."
Waiting on 'No-Run BMC': The Yankees have yet to deploy their power trio of Dellin Betances, Andrew Miller and Aroldis Chapman in succession, but they got two-thirds of that group in the game. The absence of a save situation kept Chapman from entering in the ninth, though he did warm up in the bullpen. Betances and Miller worked the seventh and eighth innings, respectively, without a hit, each striking out one batter. Chasen Shreve pitched around an infield single in the ninth.
"Today was a good day to see how the bullpen is going to be in the future," Beltran said. "Seeing Betances, seeing Miller -- we didn't use Chapman, but it's going to be fun for us. We just need to focus and try to score runs and try to hold the lead."
Another homecoming: Kennedy wasn't the only former Yankee making his first return to Yankee Stadium. Royals right-hander Chien-Ming Wang pitched in the Bronx for the first time since 2009. Wang came into the game for Kennedy with two on and one out in the seventh. Wang wasn't sharp, as he walked two, gave up a hit and allowed both inherited runners to score. More >
WHAT'S NEXT Royals: Right-hander Edinson Volquez (3-3, 3.89 ERA) takes the mound for the Royals as they open a six-game homestand at Kauffman Stadium with a 7:15 CT start on Friday against the Braves. Volquez threw a season-low 4 1/3 innings in his last outing against Cleveland, giving up seven hits and five runs.
Yankees: Right-hander Luis Severino (0-5, 6.12 ERA) will get another opportunity to turn around a disappointing start to his season as the Yankees host the White Sox at 7:05 p.m. ET on Friday. Severino struck out a season-high nine last time out against the Red Sox, but he was tagged with the loss as he surrendered three homers in 6 2/3 innings. Left-hander Chris Sale goes for Chicago.