These final words from Kurtz are highly ambiguous, yet also highly significant to Kurtz as a character and to the novel as a whole.
Marlow finds Kurtz isolated and insane in the heart of the jungle, having turned his back on society, morality, and everything that connected him to other people.
This state of being demonstrates to Marlow that Kurtz is no longer the great man he once was. Instead, Kurtz "is revealed upon acquaintance to be a dying, deranged, and power-mad subjugator of the African natives."
Kurtz fate is interesting to Marlow as an example of what can happen when a person attempts to go beyond conventions. What makes Kurtz further interesting is the fact that his fate is a result of choice. Kurtz has chosen to do everything he has done, his will grown out of a Nietzschean ambition to construct a new moral order.
No restraints were placed on him—either from above, from a rule of law, or from within, from his own conscience.
This task proves impossible. Kurtz seems to discover this in the end and gives voice to his discovery. He has failed to truly go beyond the morality of his society or the morality of the tribal people that surround him. In his attempt to depart from established moral order, he has not found a new order. He has instead found only chaos.