According to the bible (a few pieces of good life advice packaged with a lot of absolute nonsense, much of both copied from other religions and philosophy), a few 3rd hand or worse accounts from a bunch of Romans, most of whom weren't born at the time, and a bunch of religious and religion-affected scholars just agreeing with each other.
Like his divinity and his dad, there's no hard evidence or even thorough account of him ever existing and as such, there's no non-religious reason to believe he existed.
If your poop is that color and you haven't been eating a lot of beets lately, you should probably see a doctor ASAP..