Why was frank palko convicted and sentenced twice in connecticut, even though the constitution promises protection from double jeopardy?

Frank Palko was first tried for first degree murder and was found guilty for second degree murder by Fairfield County in Connecticut.  This was appealed in the Supreme Court and was overturned.  He was then tried for the second time for first degree murder and was sentenced to death and first degree murder.  He was not protected under the Double Jeopardy provision because according to the Supreme Court at the time, only federal cases are protected by the provision.  Palko's cases were tried in the state justice not as a federal offense.