Financial Instruments - Additional Information (Detail)	12 Months Ended
Dec. 31, 2015 USD ($) CAD / $	Dec. 31, 2014 USD ($)
Financial Instrument At Fair Value [Line Items]
Estimated fair value of currency forward contracts	$ (1,200,000)	$ (4,200,000)
Fair value of interest rate swap contract, current and noncurrent	3,500,000
Marketable securities	254,900,000	255,600,000
Interest Rate Swap
Financial Instrument At Fair Value [Line Items]
Fair value of interest rate swap contract, current	3,300,000
Kronos Worldwide, Inc. \| 2014 Term Loan
Financial Instrument At Fair Value [Line Items]
Estimated market price of the notes	900	983.1
Principal amount of debt instrument	1,000	1,000
Kronos Worldwide, Inc. \| Interest Rate Swap \| Libor Rate
Financial Instrument At Fair Value [Line Items]
Notional amount currency forward contract	$ 344,750,000
Derivative, type of instrument	pay-fixed/receive-variable interest rate swap
Interest rate swap, type of interest rate	fixed
Interest rate swap, fixed rate	2.016%
Interest rate swap, floor rate	1.00%
Interest rate swap, inception date	Aug. 07, 2015
Interest rate swap, effective date	Sep. 30, 2015
Interest rate swap, notional amount decline each quarter	$ 875,000
Interest rate swap, notional amount decline commencing date	Dec. 31, 2015
Interest rate swap, final maturity date	Feb. 29, 2020
Interest rate swap, gains or losses representing hedge ineffectiveness	$ 0
Pretax loss amount recognized in other comprehensive income (loss) related to interest rate swap contract	4,400,000
Reclassified from accumulated other comprehensive income (loss) in to earnings	900,000
Accumulated other comprehensive income expected to be reclassified to earnings in next twelve months	3,500,000
Fair value of interest rate swap contract, current and noncurrent	3,500,000
Kronos Worldwide, Inc. \| Interest Rate Swap \| Libor Rate \| Accounts Payable and Accrued Liabilities
Financial Instrument At Fair Value [Line Items]
Fair value of interest rate swap contract, current	3,300,000
Kronos Worldwide, Inc. \| Interest Rate Swap \| Libor Rate \| Other Noncurrent Liabilities
Financial Instrument At Fair Value [Line Items]
Fair value of interest rate swap contract, noncurrent	200,000
Kronos Worldwide, Inc. \| Forward Contracts
Financial Instrument At Fair Value [Line Items]
Estimated fair value of currency forward contracts	1,200,000	4,200,000
Estimated fair value of currency forward contracts included accounts payable and accrued liabilities		4,200,000
Currency transaction loss	1,200,000	4,200,000
Kronos Worldwide, Inc. \| Canadian \| Forward Contracts
Financial Instrument At Fair Value [Line Items]
Notional amount currency forward contract	$ 17,900,000
Exchange rate \| CAD / $	1.29
Maturity rate of derivative	$ 2,600,000
Amalgamated Sugar Company LLC
Financial Instrument At Fair Value [Line Items]
Marketable securities	$ 250,000,000	$ 250,000,000

Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher SEC
-Name Regulation S-X (SX)
-Number 210
-Article 12
-Section 13
-Sentence Column B

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When the derivative or group of derivatives presented is a swap, the type of interest rate (fixed, variable, stepped, etc.) paid on the swap.

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Investments in debt and equity securities which are categorized neither as held-to-maturity nor trading and which are intended to be sold or mature more than one year from the balance sheet date or operating cycle, if longer. Such securities are reported at fair value; unrealized gains (losses) related to Available-for-sale Securities are excluded from earnings and reported in a separate component of shareholders' equity (other comprehensive income), unless the Available-for-sale security is designated as a hedge or is determined to have had an other than temporary decline in fair value below its amortized cost basis. All or a portion of the unrealized holding gain (loss) of an Available-for-sale security that is designated as being hedged in a fair value hedge is recognized in earnings during the period of the hedge, as are other than temporary declines in fair value below the cost basis for investments in equity securities and debt securities that an entity intends to sell or it is more likely than not that it will be required to sell before the recovery of its amortized cost basis. Other than temporary declines in fair value below the cost basis for debt securities categorized as Available-for-sale that an entity does not intend to sell and for which it is not more likely than not that the entity will be required to sell before the recovery of its amortized cost basis are bifurcated into credit losses and losses related to all other factors. Other than temporary declines in fair value below cost basis related to credit losses are recognized in earnings, and losses related to all other factors are recognized in other comprehensive income.

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Fixed interest rate related to the interest rate derivative.

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Floor rate on an interest rate derivative such as an interest rate floor or collar. If market rates falls below the floor rate, a payment or receipt is triggered on the contract.

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Date the entity entered into the derivative contract, in CCYY-MM-DD format.

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Description of the type of derivative instrument, such as a swap, forward, and option. Excludes the underlying risk of the instrument.

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Aggregate impact of foreign currency derivatives on earnings for the period. Includes impact of foreign currency cash flow hedge ineffectiveness and the ineffectiveness of fair value hedging derivatives and full change in fair value of the foreign currency derivatives not designated as hedging instruments.

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The net gain (loss) recognized in earnings during the period due to the ineffectiveness on interest rate fair value hedges.

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Carrying amount as of the balance sheet date of the liability arising from a financial instrument or a contract used to mitigate a specified risk (hedge), and which are expected to be converted into cash or otherwise disposed of within a year or the normal operating cycle, if longer.

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Fair value of liability arising from a financial instrument or contract used to mitigate a specified risk (hedge), expected to be settled after one year or beyond the normal operating cycle, if longer.

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The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

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Fair value as of the balance sheet date of interest rate derivative liabilities, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized as liabilities.

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Amount before tax, after reclassification adjustments, of increase (decrease) in accumulated gain (loss) from derivative instruments designated and qualifying as the effective portion of cash flow hedges and an entity's share of an equity investee's increase (decrease) in deferred hedging gain (loss).

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Amount after tax of reclassification adjustments of other comprehensive income (loss).

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The market price or dollar value of a bond traded in open markets, reflecting any premium or discount to par value.

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The nominal value (par value) or dollar value of a bond paid to the holder at maturity.

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Derivative effective dates.

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Notional amount of currency the company is contractually obligated to exchange per month.

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Date the derivative contract notional amount begins to decline, in CCYY-MM-DD format.

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Notional amount of decline in the swap notional amount each quarter.

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Fair value of currency forward contracts recognized in accounts payable and accrued liabilities.

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Financial instrument at fair value.

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Foreign currency contract asset liability net fair value disclosure.

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