Does KPIs need to in the same model as Scorecard context model connection?

Hi SSM gurus,

I have 2 cube models with bunch of measures. Model 1 is loaded with KPIs, and model 2 is loaded with PIs only.

I would like to create a Scorecard Context called Performance, which is connected to Cube 2 Model Connection.

For the Performance context, I have allocated mixed of KPIs linking to model 1 and PIs linking to model 2.

It seems like all PIs are showing correctly but non of the KPI's data show up. In another word, no data from model 1 can be rendered on Scorecard built on model 2.

Is that a limitation of Strategy Management?

Thanks in advanced.

Regards,

Ken