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Jiro comments on Does utilitarianism "require" extreme self sacrifice? If not why do people commonly say it does? - Less Wrong
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Which means that according to strict utilitarianism you would do better to be like him than to be as you are now. Better still, of course, to do the giving without the mass-murdering.
But the counterintuitive thing here isn't the demandingness of utilitarianism, but the fact that (at least in implausible artificial cases) it can reckon a serial killer's way of life better than an ordinary person's. What generates the possibly-misplaced sense of obligation is thinking of the serial killer as unusually bad when deciding that you have to do better, and then as unusually good when deciding what it means to do better. If you're a utilitarian and your utility calculations say that the serial killer is doing an enormous amount of good with his donations, you shouldn't also be seeing him as someone you have to do more good than because he's so awful.
What generates the sense of obligation is that the serial killer is considered bad for reasons that have nothing to do with utility, including but not limited to the fact that he kills them directly (rather than using a computer, which contributes to global warming, which hurts people) and actively (he kills people rather than keeping money that would have saved their life). The charity-giving serial killer makes it obvious that the utilitarian assumption that more utility is better than less utility just isn't true, for what actual human beings mean by good and bad.