Sending MIDI from the KOMPLETE KONTROL Plug-in in Cubase

Having used the above to capture midi output from strummed guitar to a midi track, I find myself chin scratching.

When I check what midi has been captured it is just single notes, not the chords sounded when played in real time.

Example: If I play a C chord I only get a C note not the whole chord CEG in the midi capture.

Am I missing something here?

Thanks in advance.