DENVER -- For eight innings Wednesday at Coors Field, the White Sox sent a host of Harry Houdinis to the hill, with one escape artist after another stifling the Rockies’ attempts at building on their early lead and putting the game out of reach.

There was no escaping the final frame, however, as reliever Kendall Graveman entered with a lead but opened the inning by walking three straight, then allowed a two-run single to Elias Díaz as the White Sox took a 6-5 loss home to Chicago.

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“I just didn't get the job done,” Graveman said. “Obviously that one's on me, to go out there and walk three guys and give up a hit; that can't happen. I'm better than that, and I need to challenge the strike zone a little better.”

There was no shortage of players taking accountability for letting a big victory out of their grasp as the White Sox fell back to .500. Starting pitcher Lucas Giolito blamed his rough first inning on a lack of execution, noting that without his best stuff, pitching behind in the count as much as he did led to hard contact.

“I put us in a hole early,” Giolito said. “The [team’s] confidence level is there. It's just a matter of winning more games. It's a tough one today to let slip away after we battled so hard, but you come back after the off-day and keep playing hard, playing focused. That's all we can do. It's all we can control.”

The White Sox used five relievers, with Reynaldo Lopez unavailable with back soreness and Liam Hendriks suffering from the altitude after throwing 27 pitches Tuesday and pitching three of the last four days.

“Look, I don't like ever being down, and I never ask for a day off,” Hendriks said. “But today was one of the days where I wasn't fighting it. I'm just not up to snuff. It's the good thing about our ‘pen. We can get anyone in there to go six through nine, and we can feel pretty confident. Unfortunately, today, it just didn't work.”

White Sox pitchers stranded Rockies runners in scoring position in the first, fourth, fifth, sixth and eighth innings. In the fourth and sixth, they faced two men on with no outs and held Colorado scoreless. The sixth inning rally-killer was a catch at the wall by center fielder Leury Garcia on a bases-loaded two-out drive from Kris Bryant that missed leaving the park by a yard.

After a leadoff double in the bottom of the eighth, the Rockies had two on with one out before Joe Kelly and Jimmy Lambert recorded the final two outs.

“We did a lot of things to stay in that game defensively, offensively,” manager Tony La Russa said. “We just couldn't get through the last of the ninth.”

Kelly left with a biceps issue after striking out Bryant for the second out, sparking concerns about the nerve issue he suffered to delay his start to the season.

“I had a couple of zings in there throwing full-tilt on the changeup,” Kelly said. “The sensation of it was I didn't have much feeling in it. It was more precautionary than anything, so that's the good news. I did some strength tests, strength was good. It was like an ice towel on my arm. It was just pretty cold. I got my feeling back now. It was one of those things where [we wanted to] just be smart with it.”

Kelly said that he had already been through similar “zings” since coming back from his injury, and none of them slowed him down.

“I didn't reinjure it,” Kelly said. “It's just one of the things, when I start stretching out a little bit, a little bit of fatigue sometimes will do that.”

When asked if he anticipated missing any time, he offered an emphatic “no way,” noting that the off-day Thursday will help.

“They'll probably want me to be off Friday,” Kelly said. “I'll be ready to rock Saturday.”

The Sox trailed until the seventh, when Garcia started a two-out three-run rally -- capped by AJ Pollock's go-ahead single -- with an infield hit off the leg of Rockies starter Antonio Senzatela. The spark helped atone for a baserunning blunder from Garcia to end the sixth, when he was picked off third base on the same pitch that resulted in a bases-loading walk with the middle of the order poised to hit.

“I saw the third baseman was way back, so I tried to take as much [of a lead] as I can, and they got me,” Garcia said. “I was trying to look for the ball in the dirt, just try to score. It was a little too much. In that situation, you got to be smart. You can’t make the third out at third base, especially with those hitters behind me.”