I've been speaking to somebody who claims that the documentary evidence for Jesus is just as robust as that for Genghis Khan because both are purely anecdotal. He started using Khan as an example after I refuted his similar assertions about Julius Caesar, but I don't know enough about Khan to give him reliable examples. Was his image/name used on coins or anything?
While I can't answer your question on Genghis Khan, I take it from the context of the question you are asking that you are discussing the Historicity of Jesus, which has been covered extensively with multiple links in the FAQ. It might be useful to you to peruse some of them.
In particular I like /u/talondearg on the subject in this comment here which covers well the non-gospel references to Jesus as well as the methodology behind why religious sources can still be used to infer historical information even from a secular standpoint.