Performance metrics such as speed, cost of transport, and stability are the driving factors behind gait selection in legged locomotion. To help understand the effect of gait on the performance and dynamics of small-scale ambulation, we explore four quadrupedal gaits over a wide range of stride frequencies on a 1.43 g, biologically-inspired microrobot, the Harvard Ambulatory MicroRobot (HAMR). Despite its small size, HAMR can precisely control leg frequency, phasing, and trajectory, making it an exceptional platform for gait studies at scales relevant to insect locomotion. The natural frequencies of the body dynamics are used to identify frequency regimes where the choice of gait has varying influence on speed and cost of transport (CoT). To further quantify these effects, two new metrics, ineffective stance and stride correlation, are leveraged to capture effects of foot slippage and observed footfall patterns on locomotion performance. At stride frequencies near body resonant modes, gait is found to drastically alter speed and CoT. When running well above these stride frequencies we find a gait-agnostic shift towards energy characteristics that support 'kinematic running', which is defined as a gait with a Froude number greater than one with energy profiles more similar to walking than running. This kinematic running is rapid (8.5 body lengths per second), efficient (CoT = 9.4), different from widely observed SLIP templates of running, and has the potential to simplify design and control for insect-scale runners.