The Clarets go to Manchester United on Saturday.
Kompany said: "It's game by game. As I've said from the beginning, just give us one opportunity to fight for something. That's all we need.
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"It feels like that on Saturday. It's one game that gives us an opportunity and that's enough for us.
"We've been so close for a while now. In the end that's the reward for the work you do. You get to celebrate for a bit (after Saturday's win over Sheffield United) but on Monday you have to build for a really important week.
"I don't analyse the situation at the bottom, I analyse what we need to do for the next game, and I know we still have a chance (to stay up).
"I understand every weekend can bring such a shift, and I'd like it to keep tilting our way, of course."