The answer is: it depends.
Search engines rank pages, not websites.
Their rankings are based upon a score of more than 200 factors, being the domain name only one of them.
If you think about the long run, the advice is to try to build a brand name, and so, the name will appear on all pages.
If you choose a keyword as an exact match, it could not work well on some of your pages.
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I am trying to rank on search engines @justgeorge.