Your near family members e.g. your parents, your wife and your children must be supported financially by you from your own money and it is not allowed to give them from Khums.
Other poor relatives can be helped from your own money and it will from the best charity. If you can not help them from your own money, you can give them from Sadat share if they are deserving pious needy Sadat. If they are not Sadat and need help and no one is ready to help them, then you can seek permission from Marje' of Taqleed to help them from Sahm e Imam (AS).