Fair value, before effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets not subject to a master netting arrangement and elected not to be offset.

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Topic 946
-SubTopic 320
-Name Accounting Standards Codification
-Section S99
-Paragraph 5C
-Subparagraph (SX 210.12-13C(Column F))
-Publisher FASB
-URI https://asc.fasb.org//1943274/2147480032/946-320-S99-5C

Reference 2: http://www.xbrl.org/2003/role/disclosureRef
-Topic 946
-SubTopic 320
-Name Accounting Standards Codification
-Section S99
-Paragraph 5B
-Subparagraph (SX 210.12-13B(Column E))
-Publisher FASB
-URI https://asc.fasb.org//1943274/2147480032/946-320-S99-5B

Reference 3: http://www.xbrl.org/2003/role/exampleRef
-Topic 210
-SubTopic 20
-Name Accounting Standards Codification
-Section 55
-Paragraph 22
-Publisher FASB
-URI https://asc.fasb.org//1943274/2147483444/210-20-55-22

Reference 4: http://www.xbrl.org/2003/role/disclosureRef
-Topic 210
-SubTopic 20
-Name Accounting Standards Codification
-Section 50
-Paragraph 3
-Subparagraph (a)
-Publisher FASB
-URI https://asc.fasb.org//1943274/2147483466/210-20-50-3

Financial Instruments - Interest Rate Swaps and Non-Designated Cash Flow Hedge (Details) $ in Millions			12 Months Ended
	Aug. 02, 2022 USD ($)	Mar. 30, 2021 USD ($)	Dec. 31, 2023 USD ($)	Dec. 31, 2022 USD ($)	Oct. 23, 2023 USD ($)
Derivative instruments
Period of projected intercompany purchase transactions			12 months	12 months
Maximum
Derivative instruments
Percentage of projected intercompany purchases hedged by forward exchange contracts			60.00%	85.00%
SOFR
Interest Rate Swaps
Adjustment to interest rate		0.10
Revolving credit facility
Interest Rate Swaps
Borrowing capacity		$ 800.0
Revolving credit facility \| SOFR
Interest Rate Swaps
Adjustment to interest rate	0.0010
Floor rate	0.00%
Swing Line Loans
Interest Rate Swaps
Borrowing capacity		$ 15.0
Forward exchange contracts \| Cash Flow Hedging
Derivative instruments
Fair value of derivative asset			$ 0.2
Forward exchange contracts \| Designated
Amount of Gain or (Loss) Recognized in Income on Derivatives
Period of time for expected reclassification			12 months
Forward exchange contracts \| Designated \| Cash Flow Hedging
Amount of Gain or (Loss) Recognized in Income on Derivatives
Amount expected to be reclassified			$ 0.1
Canadian Dollar to US Dollar Contracts
Interest Rate Swaps
Derivative notional amount			6.2
Interest Rate Swap \| Designated \| Cash Flow Hedging
Interest Rate Swaps
Derivative fixed interest rate	0.942%	1.02975%
Derivative notional amount	$ 100.0	$ 100.0
Gain recognized in Accumulated Other Comprehensive Loss, effective portion			$ (3.6)	$ 6.3
Interest Rate Swap \| Designated \| Cash Flow Hedging \| LIBOR
Interest Rate Swaps
Derivative, floor interest rate		0.00%
Interest Rate Swap \| Designated \| Cash Flow Hedging \| SOFR
Interest Rate Swaps
Derivative, floor interest rate	0.10%
Interest Rate Swap \| Designated \| Bradley \| Cash Flow Hedging
Interest Rate Swaps
Derivative fixed interest rate					4.844%
Derivative notional amount					$ 100.0
Interest Rate Swap \| Designated \| Bradley \| Cash Flow Hedging \| SOFR
Interest Rate Swaps
Derivative, floor interest rate					0.10%