Bayern have won all six of their matches in all competitions under Kompany and sit top of the standings with a 100% record, having scored 20 goals in their last three games.
On Saturday they host second-placed Leverkusen, who last season became the first team to finish a Bundesliga campaign unbeaten and lifted the trophy to end Bayern's run of 11 straight titles.
"It's good that everyone's excited about the game. Obviously it'll be an important game, against the best team from the last 12 months. We're looking forward to the game. It won't be easy," Kompany told reporters.
"We want to test ourselves against a good opponent at the Allianz Arena. Bayern are always the favourites. We're looking forward to playing against the champions and want to win... The next game is what counts in football. If you've performed well, you need to keep going.
"We've scored 20 goals in the last three games, but it's my job to show what we can do better. Anything is possible in a game like against Leverkusen. We'll prepare the team to perform to their max on Saturday. Then we move on."
While Bayern's attack has made headlines in recent weeks, their early-season success has also been founded on defensive solidity, with two clean sheets in their four league matches.
In their 5-0 win over Werder Bremen last week, Bayern did not allow their opponents to record a single shot on target.
Kompany hailed the team's collective defensive effort, adding: "We didn't allow a single chance against Bremen. That's not just down to the defence.
"We need to do everything as a team. We've done that very well in the last few games. I have a lot of trust in the squad."
After their home match against Leverkusen, Bayern travel to face English club Aston Villa in the Champions League.
