Additional derivative instruments and hedging activities.

Name:	kmt_AdditionalDerivativeInstrumentsAndHedgingActivitiesTextualAbstract
Namespace Prefix:	kmt
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

- Definition

Cash received upon termination of contract.

+ Details

Name:	kmt_CashReceivedUponTerminationOfContract
Namespace Prefix:	kmt
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	duration

- Definition

Derivative instruments and hedging activities.

+ Details

Name:	kmt_DerivativeInstrumentsAndHedgingActivitiesTextualAbstract
Namespace Prefix:	kmt
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

- Definition

Liability on forward starting interest rate swap contracts which was recorded as an offset in other comprehensive loss, net of tax.

+ Details

Name:	kmt_LiabilityOnForwardStartingInterestRateSwapContractsRecordedAsOffsetInOtherComprehensiveLossNetOfTax
Namespace Prefix:	kmt
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

- Definition

Terminated interest rate swap contracts.

+ Details

Name:	kmt_TerminatedInterestRateSwapContracts
Namespace Prefix:	kmt
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

- Definition

The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Statement of Financial Accounting Standard (FAS)

-Number 133

-Paragraph 45

-Subparagraph b(2)

-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 30

-Section 50

-Paragraph 1

-Subparagraph (c)

-URI http://asc.fasb.org/extlink&oid=6887037&loc=d3e80748-113994

+ Details

Name:	us-gaap_CashFlowHedgeGainLossToBeReclassifiedWithinTwelveMonths
Namespace Prefix:	us-gaap
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

- Definition

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

+ Details

Name:	us-gaap_DerivativeInstrumentsGainLossLineItems
Namespace Prefix:	us-gaap
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

- Definition

The portion of gains and losses (net) on derivative instruments designated and qualifying as hedging instruments representing (a) the amount of the hedge ineffectiveness and (b) the amount, if any, excluded from the assessment of hedge effectiveness.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Statement of Financial Accounting Standard (FAS)

-Number 133

-Paragraph 205G

-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4C

-Subparagraph (d)

-URI http://asc.fasb.org/extlink&oid=6935481&loc=SL5624171-113959

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 25

-Section 50

-Paragraph 1

-Subparagraph (a)(1),(2)

-URI http://asc.fasb.org/extlink&oid=6886632&loc=d3e76258-113986

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Statement of Financial Accounting Standard (FAS)

-Number 133

-Paragraph 44C

-Subparagraph b

-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

+ Details

Name:	us-gaap_DerivativeInstrumentsGainLossRecognizedInIncomeIneffectivePortionAndAmountExcludedFromEffectivenessTestingNet
Namespace Prefix:	us-gaap
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

- Definition

The estimated net amount of unrealized gains or losses on foreign currency cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

+ References

+ Details

Name:	us-gaap_ForeignCurrencyCashFlowHedgeGainLossToBeReclassifiedDuringNext12Months
Namespace Prefix:	us-gaap
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	instant

- Definition

Total amount of gain (loss) derived from fair value hedges recognized in earnings in the period.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Statement of Financial Accounting Standard (FAS)

-Number 133

-Paragraph 45

-Subparagraph a(1)

-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4C

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=6935481&loc=SL5624171-113959

+ Details

Name:	us-gaap_GainLossOnFairValueHedgesRecognizedInEarnings
Namespace Prefix:	us-gaap
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

- Definition

Aggregate notional amount of all derivatives designated as cash flow hedging instruments. The notional amount relates to a number of currency units, shares, bushels, pounds, or other units specified in a derivative instrument.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Notional Amount

-URI http://asc.fasb.org/extlink&oid=6519104

+ Details

Name:	us-gaap_NotionalAmountOfCashFlowHedgeInstruments
Namespace Prefix:	us-gaap
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

Derivative Instruments and Hedging Activities (Details Textual) (USD $) In Millions	1 Months Ended	3 Months Ended
	Feb. 28, 2009	Sep. 30, 2011	Sep. 30, 2010	Jun. 30, 2011
Derivative Instruments and Hedging Activities (Textual) [Abstract]
Terminated Interest Rate Swap Contracts	$ 200.0
Cash received upon termination of contract	13.2
Recognize gain on outstanding derivatives in the next 12 months		0.6
Liability on Forward Starting Interest Rate Swap Contracts Recorded as Offset in Other Comprehensive Loss, Net of Tax		20.6		2.4
Gains or losses recognized in earnings due to ineffectiveness and excluded from effectiveness testing		0	0
Interest Rate Swap Contracts [Member] \| Interest Expense [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Reduction in interest expense		1.5	1.5
Forward Starting Interest Rate Swap Contracts [Member]
Additional Derivative Instruments and Hedging Activities (Textual) [Abstract]
Notional amount of the contracts translated into U.S. dollars		150.0		150.0
Contracts translated to US dollars [Member]
Additional Derivative Instruments and Hedging Activities (Textual) [Abstract]
Notional amount of the contracts translated into U.S. dollars		34.8	48.5
Currency and Range Forward Contract [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Market rates		0
Interest Rate Swap [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Market rates		$ 0