Agree on beetpulp being a good source of a fiber that is very digestable, and also has an energy value between that of grain and forage, thus is great for helping with weight gain, without any of the risk in feeding hot calories, since it is digested as a fiber
It does take horses some time to acquire a taste for it
Horses are no different than us, in the fact that if they eat more calories then is needed for daily activities, then they gain weight. If they eat less than required for daily activities, including exercise and their metabolic needs, they loose weight
The first place to start, when trying to put weight on a horse, is to look at the hay you are feeding. A more nutritional dense hay, like alfalfa, is a good place to start.
You say you are feeding grain-so is that actual grain (like oats ), or some prepackaged feed that might even have no grain?
Add cool calories in the form of fats . Flax and canola oil both have the correct omega 3 to 6 ratio