At some point in sports, the ride ends.
All good teams eventually become bad teams. It's part of the cycle of the sporting life. Even the Atlanta Braves of the 1990s, who won 11 straight division titles from 1995-2005, eventually saw their incredible run come to a close. You're good, then you're bad, then, hopefully after not too much time has passed, you're good again.
The Kansas City Royals have been one of baseball's best teams over the last five years, with two American League pennants and the 2015 World Championship to their name.