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Financial Instruments - Additional Information (Detail)	1 Months Ended	12 Months Ended
	Sep. 30, 2017 USD ($)	Dec. 31, 2017 USD ($)	Dec. 31, 2016 USD ($)	Dec. 31, 2015 USD ($)	Dec. 31, 2017 EUR (€)
Financial Instrument At Fair Value [Line Items]
Fair value of interest rate swap contract, current and noncurrent			$ 3,100,000
Marketable securities		$ 255,700,000	253,500,000
Amalgamated Sugar Company LLC
Financial Instrument At Fair Value [Line Items]
Marketable securities		250,000,000	250,000,000
Interest Rate Swap
Financial Instrument At Fair Value [Line Items]
Fair value of interest rate swap contract, current			2,800,000
Kronos Worldwide, Inc. | 2014 Term Loan
Financial Instrument At Fair Value [Line Items]
Estimated market price of the notes			983
Principal amount of debt instrument			1,000
Kronos Worldwide, Inc. | 3.75% Senior Secured Notes due September 15, 2025 | Kronos International, Inc
Financial Instrument At Fair Value [Line Items]
Estimated market price of the notes | €					€ 1,034
Principal amount of debt instrument | €					€ 1,000
Kronos Worldwide, Inc. | Currency Forward Contracts
Financial Instrument At Fair Value [Line Items]
Currency forward contracts outstanding		$ 0
Kronos Worldwide, Inc. | Interest Rate Swap | Libor Rate
Financial Instrument At Fair Value [Line Items]
Derivative, type of instrument		pay-fixed/receive-variable interest rate swap
Interest rate swap, type of interest rate		fixed
Interest rate swap, fixed rate		2.016%			2.016%
Interest rate swap, floor rate		1.00%			1.00%
Interest rate swap, inception date		Aug. 31, 2015
Interest rate swap, effective date		Sep. 30, 2015
Notional amount currency forward contract				$ 344,800,000
Interest rate swap, notional amount decline each quarter		$ 875,000
Interest rate swap, notional amount decline commencing date		Dec. 31, 2015
Derivative maturity date		Feb. 29, 2020
Termination of interest rate swap contract paid	$ 3,300,000
Pretax unrealized loss recognized in other comprehensive income (loss) related to interest rate swap contract		$ 2,300,000	3,100,000	4,400,000
Interest rate swap, gains or losses representing hedge ineffectiveness		0
Fair value of interest rate swap contract, current and noncurrent			3,100,000
Kronos Worldwide, Inc. | Interest Rate Swap | Libor Rate | Accounts payable and accrued liabilities
Financial Instrument At Fair Value [Line Items]
Fair value of interest rate swap contract, current			2,900,000
Kronos Worldwide, Inc. | Interest Rate Swap | Libor Rate | Other Noncurrent Liabilities
Financial Instrument At Fair Value [Line Items]
Fair value of interest rate swap contract, noncurrent			200,000
Kronos Worldwide, Inc. | Interest Rate Swap | Libor Rate | Interest Expense
Financial Instrument At Fair Value [Line Items]
Reclassified from accumulated other comprehensive loss in to earnings		$ 2,100,000	$ 3,500,000	$ 900,000

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- Definition

Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

+ References

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When the derivative or group of derivatives presented is a swap, the type of interest rate (fixed, variable, stepped, etc.) paid on the swap.

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Investments in debt and equity securities which are categorized neither as held-to-maturity nor trading and which are intended to be sold or mature more than one year from the balance sheet date or operating cycle, if longer. Such securities are reported at fair value; unrealized gains (losses) related to Available-for-sale Securities are excluded from earnings and reported in a separate component of shareholders' equity (other comprehensive income), unless the Available-for-sale security is designated as a hedge or is determined to have had an other than temporary decline in fair value below its amortized cost basis. All or a portion of the unrealized holding gain (loss) of an Available-for-sale security that is designated as being hedged in a fair value hedge is recognized in earnings during the period of the hedge, as are other than temporary declines in fair value below the cost basis for investments in equity securities and debt securities that an entity intends to sell or it is more likely than not that it will be required to sell before the recovery of its amortized cost basis. Other than temporary declines in fair value below the cost basis for debt securities categorized as Available-for-sale that an entity does not intend to sell and for which it is not more likely than not that the entity will be required to sell before the recovery of its amortized cost basis are bifurcated into credit losses and losses related to all other factors. Other than temporary declines in fair value below cost basis related to credit losses are recognized in earnings, and losses related to all other factors are recognized in other comprehensive income.

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Fair values as of the balance sheet date of the net amount of all assets and liabilities resulting from contracts that meet the criteria of being accounted for as derivative instruments.

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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.

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Date the entity entered into the derivative contract, in CCYY-MM-DD format.

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Description of the type of derivative instrument, such as a swap, forward, and option. Excludes the underlying risk of the instrument.

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The net gain (loss) recognized in earnings during the period due to the ineffectiveness on interest rate fair value hedges.

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Carrying amount as of the balance sheet date of the liability arising from a financial instrument or a contract used to mitigate a specified risk (hedge), and which are expected to be converted into cash or otherwise disposed of within a year or the normal operating cycle, if longer.

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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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Amount before tax of increase (decrease) in accumulated gain (loss) from derivative instruments designated and qualifying as the effective portion of cash flow hedges and an entity's share of an equity investee's increase (decrease) in deferred hedging gain (loss).

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Amount before tax of reclassification adjustments of other comprehensive income (loss).

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Contract termination fee paid.

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Derivative effective dates.

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Date the derivative contract notional amount begins to decline, in CCYY-MM-DD format.

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Notional amount of decline in the swap notional amount each quarter.

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Financial instrument at fair value.

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