A stretching, on-going literary discussion of Dark Knight Returns is going on here (and extended here, here, here, and here by the same author) and here, mostly by Dave Fiore and Steven Berg. On the whole, I prefer Berg's approach to the subject; Fiore seems over-concerned about how Miller fails to recapitulate Conrad's Heart of Darkness, and I'm not clear on why he thinks this is the valid model for what Miller was doing with Dark Knight Returns.
Heart of Darkness is a very early-modern, externalized approach to the problem of nihilism, whereas the core narrative of Dark Knight Returns is an existential, internalized consideration of nihilism. Conrad's approach is reportorial - couched in a protective array of distancing devices. He assumes that the full experience of nihilistic despair is not something that his audience can understand and accept. "And this also has been one of the dark places of the Earth" - this is a way of connecting a comfortable audience with a deeply discomfiting idea - of carefully and delicately breaking down the barrier between the reader and the idea, of breaking it to the reader that this horror is not something safely hidden in the depths of Black Africa, but something that once was here. But Conrad was essentially a modernist - a hater of nihilisms. It's a polemic against nihilism, not an endorsement.
Dark Knight Returns, if it is anything, is a product of that period in the late Modern period when the nihilists started breaking down the doors, when the irrationalities of Post-Modernism was burning the rubbled remnants of the Enlightenment. Miller re-cast Batman as a nihilistic hero, and I suppose that's the primary distinction between a Conradian Kurtz and Miller's Batman. Miller makes his nihilist a hero - however problematic, however existential. Conrad's nihilist was a cautionary warning, a moral lesson - a monster, in the archaic and literal sense of the term.
Fiore dislikes Dark Knight Returns, but he hasn't gotten heavily into the question except to detail structural differences between that work and Conrad's novel. I wonder if this is the problem he's working towards? This distinction between monster and hero?