Loaiza held a no-hitter through the first four innings, allowing just two baserunners off walks, until Brandon Berger singled.
Loaiza retired the next three batters and pitched the sixth, giving up a run on three hits, all singles. The RBI-single came from Dee Brown and scored Desi Relaford. Loaiza struck out the side in the inning.
While Loaiza kept the Royals grounded, Royals' starter Chris George didn't fare as well, giving up all eight of the Sox runs in 4 2/3 innings. George entered the game with a 2.25 ERA and left with a 5.94.
The Sox scored in each of the first three inning. Graffanino, who started at second in place of D'Angelo Jimenez, walked, advanced to second on a Jose Valentin sacrifice bunt, took third on a balk, and scored a walk later off a Magglio Ordonez single. With Frank Thomas on second and Ordonez on first, Konerko grounded into a fielder's choice and Lee into a double play to end the inning.
Two more runs were added in the second off back-to-back homers by Miguel Olivo and Graffanino. It was Olivo's first homer of the season and second of his career, while it was Graffaino's second of the season. Konerko hit his homer, a solo shot, in the third to put the Sox up 4-0.
Lee landed the big blow in the fifth with his sixth career grand slam. Valentin walked, Thomas doubled and Konerko walked to load the bases. George was pulled two batters after the homer.
Gary Glover threw a scorless seventh inning in relief of Loaiza, but gave up his first run of the season in the eighth with one out with a Berger infield single, scoring Mike Sweeney. Rick White ended the inning and threw a quick 1-2-3 ninth inning to end the game.
The Sox will host the Indians on Friday at 7:05 p.m. CT, with Bartolo Colon going up against Ricardo Rodriguez.