There is a private letter Forrest wrote to someone who was either a klansman or considering joining up and in it he said his support of the klan was 'the worst mistake of my life'. He also called it 'the orneryest organization this country ever produced'. When he left it, his purposes for being in it were accomplished - Brownlow was off to Congress, the 15th amendment was law, the Democrat party was back in control, and there was more law and order. Grant was president as well - that wasn't a goal and Forrest didn't think much of him as president but he knew he was a darn good general!
No matter what one wants to think about Forrest, one can find ample evidence to support it! He didn't leave a huge pile of letters behind, diaries, journals or much of anything else to give a good idea of who he was and what he really thought. Most of what we know about him is second-hand, verbal information from those who knew him or had been present at events. For example, his set-to with Bragg would be completely unknown if Cowan hadn't been there. Forrest said little when he did speak, as in the Jordan and Pryor book - the gambler played his cards close to his chest! At the time he joined the klan, he wasn't too interested in the freedmen as he completely believed they would see they were better off on the plantations and 'come home', as he put it. As events turned out, they didn't return and he realized the Old South he knew was gone forever. He also realized racial harmony was essential, that the freedmen had a stake in the place of their birth just as he did, and he supported their civil rights. He was the first Confederate general to publicly acknowledge their citizenship and that they, too, were Southerners. That's a far cry from what the klan was saying.
Myself, I don't believe Stuart would have been with the klan even if Virginia had had the problems Tennessee had. They very much would have liked to had him, too, and they claimed Lee secretly supported them. Lee wouldn't have touched them with a telephone pole and they knew better than to even approach him! For Forrest, though, things were pretty scary. He was shot up from the war, not a young man anymore and he had to start all over from where he'd come from. He had no education to fall back on such as Stuart or Lee had. It's a bit difficult to judge him too harshly for doing as he did in the circumstances he was in.