GLENDALE, Ariz. -- The Vegas Golden Knights keep defying the expansion-team odds by winning and winning, even if they don't seem too satisfied with the way they're doing it.

Tomas Nosek scored short-handed to start a Vegas run of three goals scored in three different ways in less than two minutes, and the surging Golden Knights won their fifth in a row, holding off the Arizona Coyotes 4-2 on Saturday night.

William Karlsson also stayed hot for Vegas with his third goal in two games and his seventh during a five-game goal-scoring streak.

The Golden Knights improved to 3-0 against the Coyotes and became the first NHL expansion franchise with two five-game winning streaks in its inaugural season. Vegas also won five straight from Oct. 15 to Oct. 27.

"But we're not happy the way we played. We've got stuff to work on and hopefully we'll get better," Karlsson said after scoring his 13th goal of the season.

Better than a division-leading 15-6-1 record? That might seem unsustainable for such a young franchise, but, a day after squandering a three-goal lead in a 5-4 overtime win over San Jose, the Knights weren't happy at making the game close by giving up two Arizona goals in the third period.

"Like yesterday (Friday), we let them come back," said center Jonathan Marchessault, who had an empty-net goal with two seconds to play and two assists. "We've always got to keep going. We're a team that plays with a high pace and we need to keep that going."

The Golden Knights certainly did during their game-changing burst in the second period.

Nosek got the Knights' scoring surge going, stealing the puck off defenseman Oliver Ekman-Larsson's stick with the Coyotes on the power play and going on a nearly end-to-end rush to beat Scott Wedgewood with a wrist shot at 7:23.

"He (Ekman-Larsson) kind of faked a shot and tried to dangle it; I forced him to make a turnover," Nosek said. "The 'D' (Arizona defense) was cheating a little bit, so I decided to shoot."

Karlsson, who scored twice Friday against San Jose, scored his ninth goal in seven games only 31 seconds later -- a one-timer off a Marchessault faceoff win.

After Arizona drew a penalty for too many men on the ice, Erik Haula put in a rebound of a Marchessault shot on the power play at 9:05, his seventh goal of the season and Vegas' third in 1:42.

"Vegas didn't do much (early), they waited and capitalized in two or three minutes," said Coyotes coach Rick Tocchet, whose team is 2-8-1 at home and 1-9-2 against the Western Conference. "It snowballed, and the next thing you know it's 3-0 and you're chasing the game."

Coyotes left winger Brendan Perlini said, "Obviously, a bad few minutes there and unfortunately they capitalized and got a few goals. But we've got to stick with it. It goes back to playing a full 60 minutes. If you take a few shifts off, that can happen."

Arizona scored against Vegas backup goalie Malcolm Subban when Ekman-Larsson scored his third goal in five games 21 seconds into the third.

The Coyotes couldn't score during a five-on-three power play lasting 1:25, but Perlini later got them within a goal with a deftly executed one-man rush from the neutral zone.

Skating through three defenders, Perlini beat Subban with an inside-out move at 10:35 -- his eighth goal and his fourth in as many games to make it 3-2.

"That's a highlight-reel (goal)," Tocchet said. "That's a very talented player who put that in -- outside speed, cut in, top shelf, in the net."

Still, special teams badly hurt the Coyotes, who were 0-for-5 on the power play and gave up a short-handed goal.

"Sometimes your power play doesn’t get it done, and tonight that was the case," Coyotes center Derek Stepan said.

Subban, who missed the previous 13 games with a lower-body injury, stopped 23 of 25 shots in only his seventh NHL game and got the win despite his shaky third period.

Because of multiple injuries, Subban is one of five goalies used by Vegas in 22 games.

"He did a great job, he was huge for us," Nosek said.

The Coyotes had won four of their previous five after dropping 18 of their first 20, but were shut down offensively for the first two periods after an apparent Jason Demers goal in the first period was waved off because Stepan bumped Subban in the crease.

After Vegas' second-period scoring run, Tocchet lifted Wedgewood, who made 14 saves, for Marek Langhamer, an emergency callup from Tucson (AHL) who had played in only one other NHL game. He stopped all 10 shots he faced.

Vegas had a chance to put it away when Demers drew a high-sticking double minor at 12:21 of the third but couldn't score during the four-minute power play. But Marchessault finished off his three-point night with the empty-net goal, with Karlsson assisting.

NOTES: Both teams played for the third time in four nights. Vegas won all three and Arizona was 1-2-0. ... Vegas G Malcolm Subban started for the first time since Oct. 21; he sat out 13 games with a lower-body injury. ... Golden Knights G Marc-Andre Fleury, who beat Arizona twice in the first three games in Vegas franchise history, remains out with a concussion. ... Vegas LW David Perron (upper-body injury), injured Friday against San Jose, sat out. ... Vegas has three short-handed goals in its first 22 NHL games. ... The Golden Knights are 6-5-1 on the road.