Fair Value Measurements - Schedule of Recurring Measurements (Details) - USD ($) $ in Thousands	6 Months Ended
Jun. 30, 2026	Dec. 31, 2025
Cash Flow Hedges:
Deferred amounts in accumulated comprehensive income that will be reclassified into earnings	$ 4,177
Fair Value, Measurements, Recurring \| Level 1
Cash Flow Hedges:
Derivative interest rate swap assets	0	$ 0
Derivative interest rate swap liabilities	0	0
Fair Value, Measurements, Recurring \| Level 2
Cash Flow Hedges:
Derivative interest rate swap assets	9,328	5,196
Derivative interest rate swap liabilities	0	(435)
Fair Value, Measurements, Recurring \| Level 3
Cash Flow Hedges:
Derivative interest rate swap assets	0	0
Derivative interest rate swap liabilities	$ 0	$ 0

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.

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-SubTopic 30
-Name Accounting Standards Codification
-Section 50
-Paragraph 1
-Subparagraph (c)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480870/815-30-50-1

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- Definition

Fair value as of the balance sheet date of interest rate derivative assets, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized as assets.

+ References

Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 5A
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-5A

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Fair value as of the balance sheet date of interest rate derivative liabilities, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized as liabilities.

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