As Star69 said, until this game is gold, you'll have to start over with each alpha and if that's an issue, just wait until gold. However, it is not common for games to last 6 months to a year or more (the time between alphas*), so there's plenty of time to play multiple games without having to worry about starting over. Not only that, but you can set it up in Steam to use a specific version of the game, allowing you to play the game as long as you like without updating and starting over. You won't get the new stuff from the update until you update but that update can wait until you finish an existing game.
* Most intermediate versions (like A21.1) do not require starting over, so you're usually only starting over at the major alphas (A20.0, A21.0, etc.).