Splatterhorse by Armitage Shanks

BLACK BEAUTY meets DAHMER

A serial killer murders people in an effort to discover what lies beyond death... and finds out, after being blown away by a SWAT squad for his heinous crimes.

It turns out, reincarnation is the answer to the oldest of humanity's questions, and he has come back as a thoroughbred racehorse.

Except something has gone wrong, and he remembers EVERYTHING.