As with
SEO in general, it has never really been "proven" that the name of the link matters. Perhaps it mattered back in the early days, like up until 2000, but it doesn't anymore. Some will say it still does, but even if that's true the effect is minimum.
A good example is imdb.com. Obviously it's an anomoly given its huge weight, but I'll use it anyway. All imdb's links are like
http://www.imdb.com/title/tt0416449/ yet they rank #1,#2 or at least on the first page for just about every movie title there are. They are not doing this by having the greatest domain in the world, they are doing it because of their relevancy and weight in the movie scene.
Many times you see keyword.com rank well on that particular keyword, but that is often because it's either an old domain or the fact that people tend to link a site using its name. Fact of the matter is, you could rank just as well for "funny" with funny.com or funny.org. Doesn't matter, what matters is the quality, relevance and weight of your backlinks along with the optimization of your page