Financial Instruments - Interest Rate Swaps and Non-Designated Cash Flow Hedge (Details) $ in Millions		12 Months Ended
	Feb. 12, 2016 USD ($) item	Dec. 31, 2021 USD ($)	Mar. 30, 2021 USD ($)	Mar. 29, 2021	Apr. 24, 2020 USD ($)	Apr. 23, 2020 USD ($)
Derivative instruments
Percentage of projected intercompany purchases hedged by forward exchange contracts		60.00%
Period of projected intercompany purchase transactions		12 months
Maximum
Derivative instruments
Percentage of projected intercompany purchases hedged by forward exchange contracts		85.00%
LIBOR
Interest Rate Swaps
Derivative, floor interest rate			0.00%	1.00%
Credit Agreement
Interest Rate Swaps
Borrowing capacity					$ 100.0
Term loan facility | Term Loan due February 2021
Interest Rate Swaps
Face amount	$ 300.0
Revolving credit facility
Interest Rate Swaps
Borrowing capacity	$ 500.0				800.0	$ 500.0
Swing Line Loans
Interest Rate Swaps
Borrowing capacity			$ 15.0		$ 15.0
Forward exchange contracts | Designated
Derivative instruments
Designated foreign currency hedges		$ 0.1
Amount of Gain or (Loss) Recognized in Income on Derivatives
Period of time for expected reclassification		12 months
Amount expected to be reclassified		$ 0.1
Canadian Dollar to US Dollar Contracts
Interest Rate Swaps
Derivative notional amount		15.1
US Dollar to Chinese Yuan Contracts
Interest Rate Swaps
Derivative notional amount		0.6
Interest Rate Swap | Non designated | Cash Flow Hedging | LIBOR
Interest Rate Swaps
Derivative, floor interest rate					1.00%
Interest Rate Swap | Designated | Cash Flow Hedging
Interest Rate Swaps
Number of derivative contracts entered | item	2
Derivative fixed interest rate	1.31375%		1.02975%
Derivative notional amount	$ 225.0		$ 100.0
Gain (loss) recognized in Accumulated Other Comprehensive Loss, effective portion		$ 0.7
Interest Rate Swap | Designated | Cash Flow Hedging | LIBOR
Interest Rate Swaps
Derivative, floor interest rate	0.00%		0.00%			0.00%