Kompany's team, however, have been far from convincing in recent weeks, having lost to Aston Villa in the Champions League and drawn with Bayer Leverkusen and Eintracht Frankfurt in the Bundesliga.
They will need to quickly turn things around against Stuttgart with a busy match schedule ahead, including a trip to Barcelona next week in the Champions League.
"We know we have to do things better but we have 100% faith that our way will be successful. Hopefully, we will take the next step in the next game," Kompany told a press conference.
The Bavarians were largely dominant against Villa and Eintracht but lost 1-0 in England and drew 3-3 in Frankfurt after conceding a stoppage-time equaliser.
"I come from Belgium so we are very pragmatic, much like the Germans," said Kompany, who is in his first season in Munich. "It is not only the belief but also what the analyses showed.
"We were dominant in those games (against Villa and Eintracht). We had, many, many more chances than our opponents.
"Of course we have to be better, to optimise, but I believe if we are objective it would be stupid to change everything just because the results were not right.
"We will keep fighting to win games but we are convinced we will win many games in the future."
Bayern will be without Jamal Musiala, who is recovering from injury, on Saturday while defender Dayot Upamecano is doubtful, Kompany said.
Stuttgart provided six players to the German national team for this month's international matches, twice as many as Bayern. Last season's surprise runners-up are eighth on nine points in the current campaign.
"Stuttgart have shown what they want to do," Kompany said.
"They want to play their game and that's what made them successful. That's why they were second last season.
"It shows they have worked really well."
