KANSAS CITY, Mo. - If the Royals come off as cocky, that's fine with them.

From the time they reported for spring training in February, the World Series was exactly where they planned to be.

"We expected to be here," third baseman Mike Moustakas said Monday.

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Added manager Ned Yost: "They knew that from the first day of spring training that we'd be back here. And sure enough, here we are."

Ryan Madson, a reliever for the world champion Phillies in 2008, joined the club this past spring. "It wasn't spoken about a lot, it was just an expected thing," said Madson, 35who posted a 2.13 ERA in 68 appearances. "You can say all teams think that way, but I don't think all teams really have a true belief that they're going to get back to the World Series. Here, it was just sort of like, we just have to play the games and we're going to be there. And win this time."

The last time the Royals were on this stage, they lost, 3-2, to the Giants and Madison Bumgarner in Game 7 of the 2014 World Series, stranding the tying run at third base in the ninth inning. After winning Games 1 and 5, Bumgarner got the Game 7 save with five innings of two-hit shutout relief.

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"We were all devastated," said righthander Wade Davis, a setup man the previous two seasons who replaced the injured Greg Holland as the closer in September. "I think Greg and I talked about it all year. Every time we'd sit down to play cards, we'd talk about what could have happened."

Yost said after that loss, he went home and "moped."

"It was horrible," said the 61-year-old, in his sixth season as the Royals' manager. "I just went home and went on my farm and locked the gate. I kept thinking, 'OK, in a week or two, it's going to be better,' but it didn't get better. Then I'm thinking, 'OK, maybe in a month it's going to get better,' and it never got better. It never got better."

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Centerfielder Lorenzo Cain said he was able to put the loss behind him, but "it took me about two weeks to a month to get over it. The way it ended last year was tough for everyone."

Said Moustakas: "You get to the seventh game of the World Series, you're 90 feet away from tying the game, it's kind of a tough one to swallow. That one's going to stick with you for a long time, no matter what. The only way to get rid of that feeling is go out there this year and finish the deal."