Chiefs' prospects of silverware took strain following a demoralising 3-1 loss to fierce rivals Orlando Pirates in the Soweto Derby at FNB Stadium on Saturday afternoon.
The result leaves Amakhosi eight points adrift of log leaders Mamelodi Sundowns - who defeated AmaZulu 3-1 on Friday - with seven matches remaining.
Second-placed Pirates are four points shy of the Brazilians, with surprise package Free State Stars a further two points off the pace having beat relegation-threatened Platinum Stars in Phokeng on the weekend.
Komphela concedes Amakhosi's 10-game unbeaten run was snapped at a crucial juncture in the campaign.
"We regret this loss but we don’t point fingers because you win and you lose together," Komphela is quoted as saying on his club's website.
"Our unbeaten run came to an end at the wrong time. We had a good first half though and Pirates’ first goal was unnecessary. Then we equalised from a set-piece, which we know we can do well. Thereafter we dominated and could have killed the game."
He added: "The game could have finished 3-3 or even the other way around. We played well, but couldn’t win the match."
However, the former Maritzburg United boss insists "the show must go on".
"Seven times three gives 21, that’s 21 points still to play for. We just have to keep pushing. A win could have taken us to heaven but this didn’t happen. We have a responsibility to keep performing. We are performers, we are artists. The show must go on."
The Glamour Boys next face Stellenbosch FC in the last-16 of the Nedbank Cup at Moses Mabhida Stadium in Durban this Saturday (20h15).