Any shot would have won the game, but Milwaukee's Glenn Robinson chose a 3-pointer.
With the score tied, Robinson's buzzer-beating 3-pointer gave the Milwaukee Bucks a 102-99 victory over Utah and extended the Jazz's losing streak to five games, their worst in almost six years.
Keefe said he did everything he could. "He came in, drew some contact, was able to step back off of it and get it up," Keefe said. "Defensively, I don't think there was much more I could've done."
Robinson finished with 30 points and was a perfect 4-for-4 on 3-pointers. Ray Allen, who scored a season-high 36 points for Milwaukee, made 5-of-7 3-pointers. The Bucks shot 60 percent (9-of-15) on 3-point shots.
"They shot the ball like that all night," said Karl Malone, who led the Jazz with 28 points. "They came down and put it up. We acted like we were surprised they shot all those 3-pointers."
Allen hit three free throws in the final minute to help the Bucks win for the first time in eight games at the Delta Center.
There were 23 lead changes and 18 ties. Every time the Jazz charged, Allen answered. Allen sank 3-of-4 free throws in the final minute to give the Bucks a 99-97 advantage.
Stockton responded with a driving layup with 2.6 seconds remaining to tie it 99-99.
Robinson, selected to join Allen as an East All-Star reserve, hit a long jumper with 1:00 remaining to give the Bucks a 96-95 lead. Karl Malone answered with two free throws to reclaim the advantage for Utah.
Utah hasn't lost five consecutive games since March 1994, a stretch of 435 games. The Jazz are also mired in a three-game home losing streak, their first since April of 1996.
"You've just got to go out and win a ballgame," Malone said.
"We just have to play through it. ... The most interesting part of sports is who is tough enough to come play tomorrow. Nobody cares what you did today," Utah coach Jerry Sloan said.
The Jazz face the Lakers in Los Angeles on Friday.
"It doesn't get any easier," Malone said. "But I think this gives us a great opportunity to rally around as a team."
The Bucks, on the other hand, were elated to finish 3-2 on their swing through the Western Conference.
"We go home with a great road trip," Bucks coach George Karl said. "It's a long flight, so hopefully we'll have a lot of celebration."
Malone put Utah ahead 79-77 with 9:57 remaining with an 18-foot jumper from the right side. The Bucks are accustomed to Malone's big games, having seen him score a season-high 40 points on Nov. 20 at Milwaukee.
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