The dependence of lasing threshold on the output transmission is numerically analyzed to find the condition for the gain-to-loss balance for the orthogonal Np and Nm polarizations with a Ng-cut Yb:KGW laser crystal. With the numerical analysis, an orthogonally polarized dual-comb self-mode-locked operation is experimentally achieved with a coated Yb:KGW crystal to form a monolithic cavity. At a pump power of 5.2 W, the average output power, the pulse repetition rate, and the pulse duration are measured to be 0.24 (0.6) W, 25.8 (25.3) GHz, and 1.06 (1.12) ps for the output along the Np (Nm) polarization.