Coloring different revolved bosses

I'm using 3 revolved boss/base components to make up 3 concentric cylinders, and wanted to color each cylinder differently, but seem to be having some trouble doing this. As an example, I wanted to color the outer cylinder grey, the middle cylinder yellow and the inner cylinder pale grey. As can be seen, from the top it looks like my coloring worked. However, if we look at the bottom of the part, it has taken the color of the outer cylinder, ignoring the color selection of the 2 inner cylinders. Furthermore, when doing a cutaway we also see that the 2 inner cylinders have the same color as the outer cylinder. Is there a way to solve this problem? Any help would be greatly appreciated.

SolidworksGeneral