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.

+ References

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Estimated period for the anticipated transfer of gain (loss), net, from accumulated other comprehensive income into earnings, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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The estimated value of gains (losses), net anticipated to be transferred in the future from accumulated other comprehensive income into earnings.

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Fair value, before effects of master netting arrangements, of a financial liability or 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 liabilities not subject to a master netting arrangement and elected not to be offset.

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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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Represents the additional amount of borrowing capacity that may be added under the credit facility.

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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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Represents the percentage of projected intercompany purchase transactions hedged for the next twelve months by forward exchange contracts.

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Financial Instruments and Derivative Instruments - Interest Rate Swaps and Non-Designated Cash Flow Hedge (Details) - USD ($)	3 Months Ended	6 Months Ended
	Jun. 29, 2025	Jun. 29, 2025	Jul. 12, 2024	Oct. 23, 2023	Aug. 02, 2022	Mar. 30, 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	$ 400,000,000	$ 400,000,000
Forward exchange contracts \| Cash Flow Hedging
Amount of Gain or (Loss) Recognized in Income on Derivatives
Foreign hedge contracts outstanding	200,000	$ 200,000
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		$ 100,000
Canadian Dollar to US Dollar Contracts
Interest Rate Swaps
Derivative notional amount	15,900,000	15,900,000
Interest Rate Swap
Derivative instruments
Designated foreign currency hedges	700,000	700,000
Interest Rate Swap \| Revolving credit facility
Interest Rate Swaps
Line of credit facility, option for additional borrowing capacity			$ 400,000,000
Interest Rate Swap \| Designated \| Cash Flow Hedging
Interest Rate Swaps
Derivative fixed interest rate					0.942%	1.02975%
Derivative notional amount					$ 100,000,000	$ 100,000,000
Loss recognized in Accumulated Other Comprehensive Loss, effective portion	$ (300,000)	$ (900,000)
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				$ 100,000,000
Interest Rate Swap \| Designated \| Bradley \| Cash Flow Hedging \| SOFR
Interest Rate Swaps
Derivative floor interest rate				(0.10%)