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KANSAS CITY, Mo. (AP) -- Raw, windy conditions made things miserable for pitchers Tuesday afternoon. It must not have done Alex Rodriguez any good, either.

For only the fourth time in his career, Rodriguez struck out four times and the Kansas City Royals beat the banged-up New York Yankees 5-2 before a sellout crowd in their home opener.

Royals pitchers recorded 11 strikeouts altogether, including three by Wilson Betemit, who was subbing for hobbled All-Star shortstop Derek Jeter. Jeter will be out at least three games due to a strained left quadriceps.

In more bad news for the Yankees, catcher Jorge Posada was removed in the sixth inning and will undergo tests for a "dead arm."

Brian Bannister (2-0) survived a shaky second inning and went five innings for the victory, just the Royals' fourth in their last 23 meetings with the Yankees. Phil Hughes (0-1) went three innings plus two batters in the loss.

Rodriguez, who homered twice off Bannister last year, had not struck out four times in a game since Aug. 25, 2006.

He said he did not remember ever taking called third strikes three times in a game.

"That's a first, I think. Someone said, 'Go out and go 4-for-4,' and I did," Rodriguez quipped.

"He made some great pitches. There's not much you can do. I can't really look back and say that there were pitches I could hit or crush. Perhaps I could have fouled them off. Today he was much better than I was. Give him a lot of credit."

Bannister (2-0) allowed two runs and five hits with four walks and six strikeouts. In his first game this season, he threw seven shutout innings against Detroit.

"I completely respect who he is as a hitter, what he's capable of," Bannister said. "He didn't have a problem with me last year."

The three-time MVP took called third strikes in the second, third and fifth innings and struck out swinging against Ramon Ramirez in the seventh.

"Really, all I tried to do to was not get in a pattern with him," Bannister said. "It just happened I made three perfect pitches on him when I had to. It's nice to do that cause he is such a threat."

The Yankees, who are beginning a stretch of 18 of 20 games on the road, could be without two of their best players. Posada said he would undergo an MRI to see what's wrong with his arm.

He said there was no pain and that he'd felt this way before.

"It doesn't take that long to heal. That's not what I'm worried about," he said. "It usually takes four or five days. I had a little bit of it in the spring and now I've got a little bit of it now. I was throwing good down in Florida. We'll see."

The Royals stole five bases off Posada -- three by Joey Gathright -- and were caught only once by the team that beat them nine out of 10 a year ago. Ross Gload drove in two runs for the Royals, who are 5-2 under new manager Trey Hillman. Its the best start for Kansas City since opening 2003 with nine straight wins.

Hillman, making his home debut as a major league manager, said the victory was special coming against the Yankees. Before going to Japan to manage the Nippon Ham Fighters for five years, he spent 12 seasons managing in the Yankees system.

"It was a good day," Hillman said. "The wind was blowing so hard, and it was so much different than it was in the dugout. I don't think you can really appreciate how difficult it was on every pitcher out there until you're in that situation trying to field the ball."

Joakim Soria pitched the ninth for his fourth save in four opportunities.

Hughes gave up three runs, six hits and four walks, throwing 87 pitches in just three-plus innings.

"That was some of the most challenging conditions I've pitched in," Bannister said. "There was a lot of stuff going on. It was windy and it was cold. It was tough to throw strikes. Hughes was struggling out there as much as me."

Betemit had an RBI single in the second and Johnny Damon made it 2-1 with a two-out, bases-loaded walk. Bannister then struck out Robinson Cano to end the inning.

John Buck's sacrifice fly tied it in the bottom half, and Mark Grudzielanek's RBI single chased Hughes in the fourth. Gload added a two-run single against Ross Ohlendorf in the fifth.