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.

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Fixed interest rate related to the interest rate derivative.

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Nominal or face amount used to calculate payment on derivative.

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Amount, before tax and reclassification, of gain (loss) from derivative instrument designated and qualifying cash flow hedge included in assessment of hedge effectiveness.

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Maximum length of time over which the entity is hedging its exposure to the variability in future cash flows for forecasted transactions.

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Financial Instruments - Interest Rate Swaps and Non-Designated Cash Flow Hedge (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2024	Dec. 31, 2023	Dec. 31, 2022	Oct. 23, 2023	Aug. 02, 2022	Mar. 31, 2021
Derivative instruments
Period of projected intercompany purchase transactions			12 months
Maximum
Derivative instruments
Percentage of projected intercompany purchases hedged by forward exchange contracts			85.00%
Revolving credit facility
Interest Rate Swaps
Line of credit facility, option for additional borrowing capacity	$ 400.0
Forward exchange contracts \| Cash Flow Hedging
Derivative instruments
Fair value of derivative asset	$ 0.5
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	$ 0.2
Canadian Dollar to US Dollar Contracts
Interest Rate Swaps
Derivative notional amount	15.1
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	$ (1.2)	$ 3.6
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%)